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IFRS 9 Implementation and Stress Testing MasterClass
September 21, 2017 - September 22, 2017
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.
- Learn how to interpret accounting requirements of IFRS 9 into a model context
- Find out how to align International Accounting Standards and EBA Requirements on EL-Provisions
- Run EBA-Stress Test on IFRS 9 data
- Combine EBA Baseline and Adverse Scenarios with IFRS 9 models
- Integrate Stress Test Foresight and Migration Methodologies
- Run SICR in a Stress Test Framework
- Observe SSM Guidance on NPL Valuation and Management
- Establish issues and solutions of 12 month and lifetime PD measurement
- Understand Steering Profits and Risks based on IFRS 9 and Integration of Stress Tests
- Unveil EBA- and ECB-Impact Assessments with overview on current Supervisory Responses to IFRS 9
- Become aware of critical issues to be solved with IFRS 9 in defaults, NPLs and Stage 3
- Determine Regulatory Capital: CRR and IFRS 9
- Determine the Basel and EBA Guidelines on ECL and current ECB developments
- Uncover Best Practice from the Supervisory Discussions with European Banks
- 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.