WG Val #7/2016 GCD on spotlight sessions
Working Group meeting Location:Webex
12 events found.
Events
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WG ODF #9/2016: Analytics PD termstructures
WG #9/2016: Analytics PD termstructures Contact person:Daniela Thakkar Location:Webex call
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North American Conference Toronto December 2016
GCD's first Canadian Conference in Toronto was a great success with over 80 attendees from Canada, US and Europe. Given the current focus of banks, it was no surprise that the wish of the members was to focus on IFRS 9 / CECL and how GCD data can be used for that. Thanks to our host Bank of Nova Scotia, all the attendees and presenters for participating! Contact person:Hale Tatar Location:Toronto, Canada Aganda:https://www.globalcreditdata.org/wp-content/uploads/2017/03/agenda_gcd_2016_toronto-finalv1.pdf
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LGD Subcommittee #1/2017
LGD Subcommittee #1/2017 Location:Webex call
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WG Val #1/2017 Survey Kick-off
Working group meeting Location:Webex
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Methcom meeting #1/2017
Methcom meeting #1/2017 Contact person:Riette Dijkstra Location:Webex call
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WG IFRS 9 #1/2017: Extracting adequate PD term structures from GCD migration data
Dr. Markus Seiffert, Philipp Gerold and Anne Kleppe from d-fine zoom into the challenges of extracting PD term structures from rating migration data. Some background: The datapool members gave d-fine access to the rating migration data GCD is pooling. The presentation summarizes the results and the methodology. Additional analytics and a whitepaper / article will follow in the upcoming weeks. Contact person:Daniela Thakkar Location:Webex call
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WG IFRS 9 #2/2017: Applying forward-looking scenarios to historical data
This WG meeting was set up to allow an open discussion on how to deal with calculating a historical “forward-looking, point-in-time PD”. The material serves as basis and is intended to initiate the knowledge exchange between the organizations on that topic. Contact person:Daniela Thakkar Location:Webex call
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WG ODF #1/2017: Roadmap 2017
Roadmap 2017 Contact person:Daniela Thakkar Location:Webex call
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LGD Subcommittee #2/2017
LGD Subcommittee #2/2017 Location:Webex call
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WG Val #2/2017 Model Risk
Working Group meeting Location:Webex
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WG IFRS 9 #3/2017: Roadmap 2017
This WG meeting is set up to discuss the proposed key activities in the working group in 2017. a) a “quantitative study” to support the calibration process (H1/2017) and b) a “methodogolical survey” on validation and calibration methods (H2/2017), together with the working "Validation" Contact person:Daniela Thakkar Location:Webex call