WG Val #1/2016 Kick-off working group Validation
Agenda Discussion Groups aims Dialogue: What are your expectations? Roadmap Next steps Contact person:Nina Brumma Location:Webex call
12 events found.
Events
-
-
-
-
WG ODF #7/2016: Critical Mass Rules
WG ODF #7/2016: Critical Mass Rules Contact person:Daniela Thakkar Location:Webex call
-
WG ODF #8/2016: Further analytics / research
WG ODF #8/2016: Further analytics / research Contact person:Daniela Thakkar Location:Webex call
-
-
WG Val #2/2016 Introduction to Validation
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
-
WG IFRS 9 #8/2016: From Basel II credit models to IFRS 9 provisions
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 Val #3/2016 Credit Risk Validation in UniCredit Bank Austria AG
WG presentation from UniCredit Austria Contact person:Nina Brumma Location:Webex
-
This is an event only for WG Board
This is the text Location:Nowhere
-
WG Val #4/2016 Pitfalls of Rating (PD) Model Validation and how to avoid them
WG presentation by Raiffeisenbank Agenda 1) Pitfalls of Discriminatory Power Validation 2) Pitfalls of PD Validation 3) Discussion Contact person:Nina Brumma
-
WG IFRS 9 #9/2016: Modelling “Significant deterioration” under IFRS 9
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
-
-
WG Val #5/2016 LGD Validation for Non-Performing Loans
WG presentation by KfW Agenda 1) Background on LGD for NPL 2) Backtesting for ELBE and LGD in-default Contact person:Nina Brumma
-
WG Val #6/2016 AIRB Wholesale Model Validation Tests and Challenges
WG presentation by ANZ
-
This is a event for OGprivate
Lorem ipsum dolor sit amet, consectetur adipiscing elit. Nam posuere orci ut massa vulputate finibus. Praesent a purus lectus. Quisque cursus urna non nisl fermentum, ut ornare odio dignissim. In sed lacinia massa, et tincidunt libero. Etiam commodo eu sem sit amet eleifend. Fusce fringilla sed eros sed dictum. Donec eu nulla id neque pulvinar commodo consectetur fermentum nisi. Donec ac ultricies eros. Donec id tincidunt nisi. Ut ullamcorper vestibulum condimentum. Nullam ultricies maximus nibh mollis ullamcorper. Phasellus molestie nisl quis vehicula consequat.