Saturday,13 April 2024

Managing IFRS 9 expected credit losses and forecast uncertainty

5 min read

As financial institutions are currently focusing on the execution of their IFRS 9 program and solution integration, risk and finance teams are working together to anticipate their effect on the financial reports.

Financial institutions are currently focusing on their IFRS 9 program and solution integration, and forecasting the effect on their financial reports.

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 set to be a particular area of focus.

Join our web-based session, in association with Moody’s Analytics, to learn about the approaches to forward-looking expected credit loss assessment, including: 

  • Designing macroeconomic assumptions as a meaningful communication tool to justify possible trends taking place in a given portfolio. 
  • Providing quantitative measurements to anticipate and manage variance in expected credit losses.
  • Aligning the impairment measurement with the risk appetite statement of the institution and demonstrating sound governance practices.

Featured Speaker:

Pierre Gaudin, Moody's Analytics

Pierre Gaudin
Senior Director - Enterprise Risk Solutions
Moody's Analytics

Pierre leads Moody’s Analytics initiatives in Asia-Pacific for IFRS 9, Stress Testing and Risk Appetite Management. He has lead the deployment of services in the field of Basel RWA, ALM and IAS in both Europe and Asia.  


About the The Asian Banker Live

The Asian Banker Live aims to enhance understanding of the finance industry in Asia by bringing together interested players to examine current, critical issues through a discussion facilitated by visual and web-based platforms.

Through the use of interactive technology, participants do not have to take time out from their crowded schedules or leave the comfort of their own desks.

Institutions: Moody's Analytics
Region: North America
People : Pierre Gaudin
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