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X-WR-CALDESC:Events for Global Credit Data
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TZID:Europe/Paris
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DTSTART;TZID=Europe/Paris:20200522T150000
DTEND;TZID=Europe/Paris:20200522T163000
DTSTAMP:20261111T233646
CREATED:20200501T091208Z
LAST-MODIFIED:20210927T233218Z
UID:4945-1590159600-1590165000@globalcreditdata.org
SUMMARY:Share with Peers: best practices to address Covid-19 Impacts
DESCRIPTION:Online GCD member roundtable: Upgrading of Risk Models\, Reduction of Portfolio Risk Exposures and Refining the Pandemic Stress Testing Framework \nPlease register here to get access to login details and to questions shared in advance.  \n\nAgenda:\n\nA – COVID-19 lockdown: is re-opening driving markets now?  \n\nPandemic/macro-economic outlook – to date\nInitial and next government policy responses\, supervisory guidance for prudential/accounting metrics (Reg Cap\, ECL)\nEconomic and financial transmission mechanisms\nDislocation/Recovery for key sectors : Healthcare\, Manufacturing\, Supply Chain\, Trade Finance\, Transportation\, Aviation\, Oil\, Retail Trade\, Hospitality\, Travel\, Entertainment\n	 \n\nB – KNOWLEDGE ROUNDTABLE: \n1. Risk Measurement and Modelling Assumption in Crisis/Re-Opening Context \n\n​Governmental support and defaulted obligors: postponed regulatory compliance?\nUpgrading of risk models\, Re-examination of assumptions built in risk models\nDown-turn impacts on recovery processes\nRegulatory guidance to addressing procyclicality during this crisis\n2. Banks’ actions on portfolio and balance sheet management \n\nActive portfolio and balance-sheet management: selling of underperforming assets\nMobilization of collaterals with central banks\nRestructurings\, Additional drawings\n\n3. Refining the pandemic stress testing framework \n\nPandemic scenario: incorporating epidemiology and infection spread assessments\, anticipation of shutdown measures\nQuantify pandemic scenario’s impact on portfolio relevant economic/financial drivers\nModel conditional rating transition matrices to project impact of economic/financial drivers on banks’ portfolios or segments\nQuantify NPL from stressed risk profile\nQuantify DT Losses\n\n \nContact person: \ndaniela.thakkar@globalcreditdata.org  \nLocation: \nZoom
URL:https://globalcreditdata.org/events/gcd-member-roundtable-credit-risk-impacts-of-covid-19-pandemic/
ATTACH;FMTTYPE=image/jpeg:https://globalcreditdata.org/wp-content/uploads/2020/05/photo-1518600570419-81324064e9ae_4.jpg
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DTSTART;TZID=Europe/Paris:20200528T140000
DTEND;TZID=Europe/Paris:20200528T140000
DTSTAMP:20261111T233646
CREATED:20200423T061913Z
LAST-MODIFIED:20210927T233219Z
UID:4944-1590674400-1590674400@globalcreditdata.org
SUMMARY:Implementation challenges of EBA's Downturn LGD RTS / Guidelines
DESCRIPTION:Global Credit Data organized a closed-door (online) GCD member roundtable on the implementation of the EBA Downturn LGD Guidelines / RTS\, with specific questions relevant to international banks with a broad organization\, wide geographic reach and multiple business cycles.  \n  \n  \n  \n  \n 
URL:https://globalcreditdata.org/events/roundtable-on-the-implementation-of-ebas-downturn-lgd-rts-guidelines/
ATTACH;FMTTYPE=image/jpeg:https://globalcreditdata.org/wp-content/uploads/2020/04/photo-1518600570419-81324064e9ae_3.jpg
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DTSTART;TZID=Europe/Paris:20200528T150000
DTEND;TZID=Europe/Paris:20200528T150000
DTSTAMP:20261111T233646
CREATED:20200604T074850Z
LAST-MODIFIED:20210927T233217Z
UID:4951-1590678000-1590678000@globalcreditdata.org
SUMMARY:Identifying economic downturn\, estimating downturn LGD\, considering the impact of COVID19 on LGD and CCF
DESCRIPTION:Susanne Roehrig (EBA) is providing further clarity with regards to implementing EBA’s Downturn RTS / Guidelines in light of the Covid-19 pandemic.  \n   \n \n\nThe slides of the presentation can be downloaded here. 
URL:https://globalcreditdata.org/events/presentation-of-eba-on-implementation-guidance-in-light-of-covid-19/
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