Credit Risk Modelling for IFRS 9
Tackling practical and methodological challenges for impairment modelling.
23-25 May 2016
Pan Pacific Hotel, Singapore
- Why You Should Attend
Credit Risk Modelling for IFRS 9
IFRS 9 fundamentally changes the way banks develop and use some of their credit risk models and the industry is currently running up against numerous methodological and practical issues in the preparation for compliance. Besides that, credit risk modelling is changing and the relationship between Basel and IFRS 9 going forward, which makes for a challenging and uncertain industry environment.
This GFMI conference will give delegates practical demonstrations of how industry leaders are developing and implementing the models required for IFRS 9. Detailed case studies will demonstrate the most effective ways of tackling some of the practical issues around implementation such as setting up and running IFRS 9 projects, stakeholder management between the risk and finance functions, and determining the approach to take to your models. Attendees will also learn how their peers are defining some of the key terms and parameters around IFRS 9, ensuring they are on the same page as other key players when it comes to the three bucket approach and lifetime expected loss. In-depth presentations will show how major banks have been able to embed macroeconomic overlays in their models and master point in time modelling, giving delegates valuable guidance on how to approach these mathematically tricky concepts. Backtesting and validation strategies will also be demonstrated by industry leaders, allowing banks to prepare themselves for these challenges and understand what lies ahead for the industry.
- Key Topics
- Determine what your approach to credit risk modelling should look like under IFRS 9
- Get practical examples of how forward looking and point in time methodologies should look
- Validate and backtest your IFRS 9 models effectively and overcome the data issues involved
- Hear the latest updates on regulation and future challenges
- Previous Attendees Include
Bank of Montreal
Monocle SolutionsABN Amro
Bank Islam Brunei Darussalam
Bank of America
Bank of Tokyo Mitsubishi
- Why Choose GFMI marcus evans?
marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.
Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.
- Event Sponsors
Gold Sponsor Fair Isaac (ASPAC) Pte Ltd (FICO) Visit website >> Gold Sponsor Moody’s Analytics Hong Kong Limited Visit website >>
- Practical Insights From
- Click Here For Full Agenda
- Voice of Our Customers
- “Comprehensive and well structured programme with an open and engaging style of presentation.” - Investec
- “A great conference on an important and difficult topic” - Bank of Montreal
- “I found the conference to be one of the most useful I have attended so it was well worth the effort.” - Santander
- “High level expertise, very well organised, very worth the time attending" - OCBC
- “Very good event. Bringing a very impressive group of experts” - Scotiabank
- Latest Conference News & Resources
- Exclusive interview with Juan Carlos Venegas, Founder of Fiscal Accounts
- Still hazy countdown for IFRS
- IFRS adds new complications to accounting mix
- THE SINGAPORE ACCOUNTING STANDARDS COUNCIL ISSUES THE NEW ACCOUNTING STANDARD FOR FINANCIAL INSTRUMENTS
- Singapore’s GAAP to mirror IFRS by 2018
- Join the Discussion
- Event Contact
For all enquiries regarding speaking, sponsoring and attending this conference contact:
marcus evans Kuala Lumpur , Suite A-20-1, Level 20
Hampshire Place Office, 157 Hampshire, 1, Jalan Mayang Sari
50450 Kuala Lumpur , Malaysia
Telephone: +603 2723 6757
Fax: +603 2723 6699