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X-WR-CALNAME:Global Credit Data
X-ORIGINAL-URL:https://globalcreditdata.org
X-WR-CALDESC:Events for Global Credit Data
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BEGIN:VTIMEZONE
TZID:Europe/Paris
BEGIN:DAYLIGHT
TZOFFSETFROM:+0100
TZOFFSETTO:+0200
TZNAME:CEST
DTSTART:20160327T010000
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BEGIN:STANDARD
TZOFFSETFROM:+0200
TZOFFSETTO:+0100
TZNAME:CET
DTSTART:20161030T010000
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BEGIN:DAYLIGHT
TZOFFSETFROM:+0100
TZOFFSETTO:+0200
TZNAME:CEST
DTSTART:20170326T010000
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TZOFFSETFROM:+0200
TZOFFSETTO:+0100
TZNAME:CET
DTSTART:20171029T010000
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TZOFFSETTO:+0200
TZNAME:CEST
DTSTART:20180325T010000
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TZOFFSETFROM:+0200
TZOFFSETTO:+0100
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DTSTART:20181028T010000
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BEGIN:VEVENT
DTSTART;TZID=Europe/Paris:20170202T140000
DTEND;TZID=Europe/Paris:20170202T150000
DTSTAMP:20261114T035932
CREATED:20170519T091723Z
LAST-MODIFIED:20210927T233308Z
UID:4742-1486044000-1486047600@globalcreditdata.org
SUMMARY:WG ODF #1/2017: Roadmap 2017
DESCRIPTION:Roadmap 2017 \n \nContact person: \nDaniela Thakkar  \nLocation: \nWebex call
URL:https://globalcreditdata.org/events/wg-12017-roadmap-2017/
CATEGORIES:Methcom Subcommittee "PD & Rating platform"
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Paris:20170202T153000
DTEND;TZID=Europe/Paris:20170202T163000
DTSTAMP:20261114T035932
CREATED:20180222T112843Z
LAST-MODIFIED:20210927T233244Z
UID:4830-1486049400-1486053000@globalcreditdata.org
SUMMARY:LGD Subcommittee #2/2017
DESCRIPTION:LGD Subcommittee #2/2017 \n \nLocation: \nWebex call
URL:https://globalcreditdata.org/events/lgd-subcommittee-22017-0/
CATEGORIES:Methcom Subcommittee "LGD & EAD platform"
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Paris:20170206T100000
DTEND;TZID=Europe/Paris:20170206T100000
DTSTAMP:20261114T035932
CREATED:20170517T065001Z
LAST-MODIFIED:20210927T233310Z
UID:4735-1486375200-1486375200@globalcreditdata.org
SUMMARY:WG Val #2/2017 Model Risk
DESCRIPTION:Working Group meeting \n \nLocation: \nWebex
URL:https://globalcreditdata.org/events/wg-val-22017-nordea-on-model-risk/
CATEGORIES:WG Validation
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Paris:20170207T150000
DTEND;TZID=Europe/Paris:20170207T160000
DTSTAMP:20261114T035932
CREATED:20170419T201901Z
LAST-MODIFIED:20210927T233322Z
UID:4675-1486479600-1486483200@globalcreditdata.org
SUMMARY:WG IFRS 9 #3/2017: Roadmap 2017
DESCRIPTION:This WG meeting is set up to discuss the proposed key activities in the working group in 2017.  \na) a “quantitative study” to support the calibration process (H1/2017) and \nb) a “methodogolical survey” on validation and calibration methods (H2/2017)\, together with the working “Validation” \n  \n \nContact person: \nDaniela Thakkar  \nLocation: \nWebex call
URL:https://globalcreditdata.org/events/wg-32017-roadmap-2017/
CATEGORIES:WG IFRS 9 / CECL impairment models
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Paris:20170221T150000
DTEND;TZID=Europe/Paris:20170221T160000
DTSTAMP:20261114T035932
CREATED:20170419T202837Z
LAST-MODIFIED:20210927T233322Z
UID:4676-1487689200-1487692800@globalcreditdata.org
SUMMARY:WG IFRS 9 #4/2017: ECL for reverse repo / stock borrowing and derivative collateral assets
DESCRIPTION:WG meeting with the following agenda: \na. Treatment of reverse repos / stock borrowing transactions: What is the lifetime of these transactions\, what are methods applied to calculate ECL\nb. Cash collateral assets (mainly initial margin balances for derivatives) – do banks calculate ECL on this\, what methods are applied\, what is the lifetime of these positions? \n \nContact person: \nDaniela Thakkar  \nLocation: \nWebex call
URL:https://globalcreditdata.org/events/wg-42017-ecl-for-reverse-repo-stock-borrowing-and-derivative-collateral-assets/
CATEGORIES:WG IFRS 9 / CECL impairment models
END:VEVENT
END:VCALENDAR