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    Reducing Volatility in IFRS9 Provisions & Earnings, Through Governance and Credit Decision

    October 2017

    As preliminary IFRS9 results are being released, many institutions have concerns about variations in point-in-time credit assessment and forward-looking credit forecasts. These measurements are responsive to the economic environment, and highly dependent on changes in an institution’s macroeconomic outlook.

    As preliminary IFRS9 results are being released, many institutions have concerns about variations in point-in-time credit assessment and forward-looking credit forecasts. These measurements are responsive to the economic environment, and highly dependent on changes in an institution’s macroeconomic outlook. Moreover, the variance in provision charges amplified by IFRS9 stage transitions can simultaneously affect correlated segments in the portfolio.

    As provision charges are bound to fluctuate significantly under IFRS9, many institutions are now bracing for increased volatility in earnings and deductions from Tier 1 capital under Basel. This webinar discusses risk measurement tools and techniques to help with the communication of volatile earnings and provision levels to senior stakeholders.

    Topics include:

    • Methods available to anticipate earnings volatility.
    • Management of risk diversification in the credit portfolio.
    • Inclusion of IFRS 9 scenarios and portfolio management strategy with the credit decision process.

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