The increase of challenger, foreign and new smaller banks/building societies in the UK and Europe has seen a significant increase in transitions from Standardised to IRB. In this webinar replay we talk to the following questions:
- Why are Financial Institutions moving towards IRB (across Wholesale and Retail portfolios)
- How does this relate to low default and high default portfolios?
- What role do the current IFRS 9 and/or Stress Testing models play?
- Industry trends and comments from our experience
Roshni Patel, Director, Moody’s Analytics
Marta Cerina, Director, Moody’s Analytics
David Goncalves, Director, Moody’s Analytics