WG meeting which gives insight on how GCD data can be used in life-time expected loss modelling. Focus point: CCF modelling , Modelling systemic risk movements Contact person:Daniela Thakkar Location:Webex call
WG ODF #2/2016: Test results desktop tool Contact person:Daniela Thakkar Location:Webex call
WG ODF #3/2016: Test results desktop tool Contact person:Daniela Thakkar Location:Webex call
Jack de Leeuw, Head of Credit Risk Measurement from NATIONAL AUSTRALIA BANK, on the experience of being an early adopter of the IFRS 9 standard. The presentation covers his and his banks’ view on the following topics: 1. Forward looking considerations for IFRS9 implementation 2. PIT PD versus Regulatory PD models 3. Comparative view of IFRS9 and IAS9 use Contact person:Daniela Thakkar Location:Webex call
Dr. Scott Aguais and Dr Larry Forrest on their advanced PIT-TTC methodology for estimating lifetime PD for IFRS9/CECL. Dr. Aguais is a former board member of Global Credit Data and has worked with both RBS and Barclays implementing credit risk models. Contact person:Daniela Thakkar Location:Webex call
Global Credit Data’s working group on ‘IFRS 9 impairment modelling’ invites all interested members to a two day intensive workshop. The focus of the workshop is (life-time) LGD and EaD modelling in the shed light of the new IFRS 9 standard. We are looking forward to see all interested members at this intensive, free-of-charge workshop. Contact person:Daniela Thakkar Location:Crown Plaza Hotel, Amsterdam Aganda:https://www.globalcreditdata.org/wp-content/uploads/2017/04/agendaifrs9workshop_print.pdf
North American conference for members to discuss our data templates, share knowledge on modelling techniques and zoom into current regulatory developments Contact person:Philip Winckle Location:New York, USA Aganda:https://www.globalcreditdata.org/wp-content/uploads/2017/04/agenda_gcd_2016_na_conference_print.pdf
In April 2016, GCD ran an interactive IFRS 9 workshop on LGD and EaD modelling in Amsterdam. For all who were interested but could not join, we shared the essence / presentations in webex calls in May 2016. Contact person:Daniela Thakkar Location:Webex call
WG ODF #4/2016: Results submission H1/2016 Contact person:Daniela Thakkar Location:Webex call
Modelling approaches for life-time EaD Contact person:Daniela Thakkar Location:Webex call
WG ODF #5/2016: Audit results H1/2016 Contact person:Daniela Thakkar Location:Webex call
Challenges in backtesting & validation of expected loss models Contact person:Daniela Thakkar Location:Webex call
