The 9th Annual Advancing Credit Risk Modelling for IFRS 9 provides an insight on how banks are advancing credit risk models under IFRS 9 by confronting self assessment through audit and data insights.
The 9th Annual Advancing Credit Risk Modelling for IFRS 9 covers topics such as:
- Fine tune credit risk model parameters using data gained through stress testing of forward looking scenarios
- Improve stability of credit risk models necessitated by IFRS 9 using insights learnt from audits
- Increase accuracy of measuring default probability in credit risk with machine learning
- Address how developments of default definitions under IFRS 9 will impact staging transfer logic
- Discover the best treatment for the modelling and management of non-performing loans
