8th Annual Advancing Credit Risk Modelling for IFRS 9

The 8th 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 8th 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

The 8th Annual Advancing Credit Risk Modelling for IFRS 9 will be held on 17-19 Feb 2021.