WG IFRS 9 #7/2016: Challenges in backtesting & validation of expected loss models
Challenges in backtesting & validation of expected loss models Contact person:Daniela Thakkar Location:Webex call
Challenges in backtesting & validation of expected loss models Contact person:Daniela Thakkar Location:Webex call
WG ODF #7/2016: Analytics H1/2016 Contact person:Daniela Thakkar Location:Webex call
European GCD conference June 2016 , hosted by Rabobank in Utrecht (NL) Contact person:Philip Winckle Location:Utrecht, NL Aganda:https://www.globalcreditdata.org/wp-content/uploads/2017/03/agenda_gcd_2016_utrecht_v5.pdf
Agenda Discussion Groups aims Dialogue: What are your expectations? Roadmap Next steps Contact person:Nina Brumma Location:Webex call
WG ODF #7/2016: Critical Mass Rules Contact person:Daniela Thakkar Location:Webex call
WG ODF #8/2016: Further analytics / research Contact person:Daniela Thakkar Location:Webex call
Agenda Introduction of new FG chair What is validation? Recent regulatory developments: TRIM IF GCD 2014 Survey results on validation Next steps / Timeline Contact person:nina brumma
Scott Aguais, Larry Forrest and Gaurav Chawla present on the challenges of expect loss modelling under IFRS 9. Focus: Convexity and correlation effects in expected credit loss modelling, which ultimately also impacts the number and types of scenario’s for IFRS 9 / CECL implementation. Scott Aguais is a former board member of Global Credit Data and has worked with both RBS and Barclays developing and implementing credit risk models. . Contact person:Daniela Thakkar Location:Webex call
WG presentation from UniCredit Austria Contact person:Nina Brumma Location:Webex
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WG presentation by Raiffeisenbank Agenda 1) Pitfalls of Discriminatory Power Validation 2) Pitfalls of PD Validation 3) Discussion Contact person:Nina Brumma
Scott Aguais, Larry Forrest and Gaurav Chawla present on the challenges of modelling "Significant increase in credit risk (SICR)". Scott Aguais is a former board member of Global Credit Data and has worked with both RBS and Barclays developing and implementing credit risk models. Contact person:Daniela Thakkar Location:Webex call
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