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WG IFRS 9 #4/2017: ECL for reverse repo / stock borrowing and derivative collateral assets
February 21, 2017 @ 3:00 pm - 4:00 pm UTC+1
WG meeting with the following agenda:
a. Treatment of reverse repos / stock borrowing transactions: What is the lifetime of these transactions, what are methods applied to calculate ECL
b. 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?
Contact person:
Location:
Webex call