Wednesday, 07 December 2022
-
09:00 - 10:00
IFRS9 in a nutshell: Classification and Measurement, Expected Credit Losses (ECLs), Hedge Accounting
-
10:00 - 10:45
Basic ingredients of IFRS9 phase 2: stage transfer and ECL calculations
-
10:45 - 11:00
Break
-
11:00 - 12:30
IFRS9 ECL modelling: lifetime EAD, PD, LGD, prepayments
-
12:30 - 13:00
IFRS9 ECL/staging calculations in practice: hands-on demonstration
-
(Time zone: CET - Central European Time)
