Webinar with the Asian Banker: Managing IFRS 9 expected credit losses and forecast
For IFRS 9 impairment calculations, point-in-time forward-looking credit assessments are prone to be responsive to the economic environment and the periodic revision of the economic outlook. Therefore, the management of provision variances over time is a particular area of focus.
In this webinar, we will discuss the approaches to forward-looking expected credit loss assessment, including:
Designing macroeconomic assumptions that explain trends taking place in a given portfolio.
Providing quantitative measurements to anticipate and manage variance in expected credit losses.
Aligning impairment measurement with the institution's risk appetite statement, and demonstrating sound governance practices.
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