WG Val #3/2017 Commercial Rediscount LGD Validation
Working Group meeting Location:Webex
12 events found.
Events
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Nordic roundtable March 2017
In an open atmosphere and with a small group of practictioners from the modelling and validation departments, we discussed the various data collections run by GCD at the moment. Member banks used the possibility to share notes and thoughts on benchmarking with peers in the Nordic region. The agenda included: • the new GCD Benchmarking platform (where many Nordics have indicated to participate), • the usage of the GCD Rating and Defaults database for the Nordics region, • the GCD proposal to run a special IFRS 9 quantitative impact study and • other topics relevant for Nordic members. Contact person:Daniela Thakkar Location:Stockholm, Sweden Aganda:https://www.globalcreditdata.org/wp-content/uploads/2017/04/agenda_gcd_nordicsroundtable_20170331_v3.pdf
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WG Val #4/2017 Validation of LGD models for Retail & Corporate Portfolios
Working Group presentation by Danske Bank Agenda Validation scope Validation approach LGD validation Contact person:Nina Brumma Location:Webex
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LGD Subcommittee #4/2017
LGD Subcommittee #5/2017 Location:Webex call
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WG ODF #3/2017: Discussion new data return
Main focus: DIscussion new data return format Contact person:Daniela Thakkar Location:Webex call
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WG IFRS 9 #6/2017: Discussion IFRS 9 benchmarking study
WG meeting to discuss our proposal of an IFRS 9 quantitative benchmarking study. The idea originated from one of our member banks and can be performed by GCD provided we have enough member support. Contact person:Daniela Thakkar Location:Webex call
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WG Val #5/2017 An IFRS 9 Validation Framework for Wholesale Models
Working Group presentation by ANZ Agenda Executive Summary Fitness for Purpose Model Performance Indicator (MPI) Model Performance of Core Model Data Quality & Population Stability Staging Assessment / SICR Conceptual Soundness & Model Design Assurance of Operational Integrity Appendix – BCBS Guidance on Model Validation – Principles 1 & 5 Contact person:Nina Brumma Location:Webex
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LGD Subcommittee #5/2017
LGD Subcommittee #6/2017 Location:Webex call
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WG IFRS 9 #7/2017: Validation framework for IFRS 9 models
Dear members of the WG , please find attached the material for our call on Thursday. Note: We have set the time according to the time zone of the speaker. For those we cannot join the meeting: we will record the meeting and send around the link afterwards. Please feel free to come back to me with any questions. Best regards Daniela ////////////////// WG IFRS 9: Validation framework for IFRS 9 models Thursday, May 4, 2017 10:00 am | Europe Summer Time (Berlin, GMT+02:00) | 1 hr Meeting number (access code): 950 607 253 Meeting password: iceberg When its time, start up your meeting: https://pecdc.webex.com/pecdc/j.php?MTID=m8eee659196c1de705f4f2d54c2215dfe Join by phone +44-203-478-5289 Call-in toll number (UK) +1 631 267 4890 USA/Canada toll Global call-in numbers: ​ https://pecdc.webex.com/pecdc/globalcallin.php?serviceType=MC&ED=512421972&tollFree=0 Location:Webex call
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here an event with formatting
Now I make some formatiing BIG LETTERS Kop 2 Contact person:Daniela Thakkar
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Test with change in Group
ttes thist Location:Webex call
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This is hopefully the last test after an update
Test bodyateadfasdfsafa Contact person:Daniela Thakkar