Name: WG Val #5/2017 An IFRS 9 Validation Framework for Wholesale Models
Start: 2017-04-24T10:00:00+01:00
End: 2017-04-24T10:00:00+01:00

WG Val #5/2017 An IFRS 9 Validation Framework for Wholesale Models

April 24, 2017 @ 10:00 am UTC+1

Working Group presentation by ANZ

Agenda

Executive Summary
Fitness for Purpose
Model Performance Indicator (MPI)
Model Performance of Core Model
Data Quality & Population Stability
Staging Assessment / SICR
Conceptual Soundness & Model Design
Assurance of Operational Integrity
Appendix – BCBS Guidance on Model Validation – Principles 1 & 5

Contact person:

Nina Brumma

Location:

Webex

Details

Date:: April 24, 2017
Time:: 10:00 am UTC+1
Event Category:: WG Validation

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WG Val #5/2017 An IFRS 9 Validation Framework for Wholesale Models

April 24, 2017 @ 10:00 am UTC+1

Details

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