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
Events
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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 |
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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 |
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