RegCentric Webinar – Forecasting Expected Credit Losses during and post COVID-19

The financial services industry heavily relies on statistical models to measure risk. Forecasting the input parameters can be challenging in the best of times. But how do you model an event that has no historical precedent? In this webinar we…

RegCentric Webinar - Forecasting Expected Credit Losses during and post COVID-19

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The financial services industry heavily relies on statistical models to measure risk. Forecasting the input parameters can be challenging in the best of times. But how do you model an event that has no historical precedent? In this webinar we will explore the assumptions and provisions that the Australian Banks have reported on and how this may evolve over coming reporting cycles.

#IFRS9 #AASB9 #stress testing #APRA #RegCentric

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