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, best practices.

Training includes:
    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.