IFRS 9 Implementation and Stress Testing MasterClass

IFRS 9 Implementation and Stress Testing MasterClass will be held in Vienna on 21-22 September, 2017 by David Grünberger, Head of IFRS 9 Enforcement, Austrian Financial Market Authority. The MasterClass will cover new regulatory topics, especially the Credit Risk Stress test, fundamental concepts and principles, guidelines, case-studies, bast practices.

Training Includes:

1. Learn how to interpret accounting requirements of IFRS 9 into a model context
2. Find out how to align International Accounting Standards and EBA Requirements on EL-Provisions
3. Run EBA-Stress Test on IFRS 9 data
4. Combine EBA Baseline and Adverse Scenarios with IFRS 9 models
5. Integrate Stress Test Foresight and Migration Methodologies
6. Run SICR in a Stress Test Framework
7. Observe SSM Guidance on NPL Valuation and Management
8. Establish issues and solutions of 12 month and lifetime PD measurement
9. Understand Steering Profits and Risks based on IFRS 9 and Integration of Stress Tests
10. Unveil EBA- and ECB-Impact Assessments with overview on current Supervisory Responses to IFRS 9
11. Become aware of critical issues to be solved with IFRS 9 in defaults, NPLs and Stage 3
12. Determine Regulatory Capital: CRR and IFRS 9
13. Determine the Basel and EBA Guidelines on ECL and current ECB developments
14. Uncover Best Practice from the Supervisory Discussions with European Banks
15. Identify how to combine the hedge accounting model and 3 Stage Provisions in IFRS 9

For more information please visit our website and request the agenda.