IFRS 9 Impairment Calculation Challenges During the Pandemic

By Moody's Analytics

October 2020

Credit Correlations, Default & Recovery Risk, Econometric Modeling, Economic Forecasts, Financial Reporting and Accounting, Loss Accounting: ALLL, Loss Accounting: CECL, Loss Accounting: IFRS 9, Regulatory Capital, Scenario Generation, Stress Testing

Join Moody's Analytics specialists who will provide an update to Benchmark IFRS 9 ECL results on the sample portfolio.

Key areas include:

- Overview of methodology
- Benchmark results
- Comparison of results across countries and periods
- Impact of the market conditions and scenario updates
- Recommendations on model adjustments
- Practical implementation challenges (product showcase)

Speakers:
Myrto Katsimardou, Director, Moody's Analytics
Yashan Wang, Senior Director - Research, Moody's Analytics
Sean Evans, Associate Director - Senior Product Manager, Moody's Analytics

Click here for the presentation.

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