IFRS 9: ECL Modeling

IFRS 9, ECL Modeling



This workshop is aimed at helping professionals develop credit risk modeling skills. Credit risk models provide a framework for quantifying credit risk in portfolios of traditional credit products (loans, commitments to lend, financial letters of credit), fixed income instruments, and market-driven instruments subject to counterparty default (swaps, forwards, etc.).

 

Objectives

- Understanding of the requirements of IFRS 9 on incurred loss modeling

- Develop core skills in creating Expected Credit Loss Models

- Develop core skills in validating the correctness of Expected Credit Loss Models

- Familiarize participants with methods, processes and systems used to measure, validate and limit credit exposures

Methodology

- Instructor guided presentation

- Case studies

- Discussion session

- Scenario and Case study sessions

What to Expect

- Expert facilitation

- IFRS 9 Computation Template

- Conducive Training Environment

- Discussion session

- Practical Examples