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Given the upcoming requirements for insurers to comply to the IFRS 9 standard, Moody’s Analytics hosted a webinar, with our subject matter expert and IFRS 9 practice lead.

Financial institutions are moving towards consolidated and consistent framework for capital and stress testing measurement. Recent trends has provided greater emphasis on the alignment of this across both the trading and banking book portfolios.

This webinar will provide further insights on:

  • The overview of market themes in trading book
  • Best practices and themes seen for Incremental Risk Charge (IRC) and Default Risk Charge (DRC)
  • The different risk types affecting trading book assets. For example, Wrong-way risk, Settlement risk
  • Combined reverse stress testing for trading and banking books

Speakers
Roshni Patel, Director, Solutions Specialist
Alexis Hamar, Director, Portfolio Product Management
Abinash Arulanandam, Director, Advisory Services

Click here to view the presentation slides

Click here to view all webinars in our Risk & Finance Insights Series.
Related Insights

Webinar: Impact of IFRS9 on Pricing: Revisions on RAROC Approach

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IFRS 9 For Insurers: Ready for the Challenge

Given the upcoming requirements for insurers to comply to the IFRS 9 standard, Moody’s Analytics hosted a webinar, with our subject matter expert and IFRS 9 practice lead.

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IFRS 9 For Insurers: Ready for the Challenge

Given the upcoming requirements for insurers to comply to the IFRS 9 standard, Moody’s Analytics will be hosting a webinar, with our subject matter expert and IFRS 9 practice lead.

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Moody's Analytics Webinar: Target Review Internal Models (TRIM) Challenges and Best Practices

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Target Review Internal Models (TRIM) Challenges and Best Practices

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Presentation

IFRS 9: Challenges with Validation and Benchmarking Presentation Slides

In this presentation, our experts discuss risk measurement tools and techniques to help with IFRS 9 validation and/or benchmarking to market best practice and the communication of such validation to senior stakeholders.

November 2017 Pdf Alexis Hamar, Roshni Patel
Webinar-on-Demand

IFRS 9: Challenges with Validation and Benchmarking

In this webinar, our experts discuss risk measurement tools and techniques to help with IFRS 9 validation and/or benchmarking to market best practice and the communication of such validation to senior stakeholders.

November 2017 WebPage Alexis Hamar, Roshni Patel
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