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IFRS9: Dealing with the volatility of the ECL

Document

Author: 
Felix Desfons, Société Générale
Topics: 
Expected loss modelling under IFRS 9 / CECL
Backtesting / Validation of expected loss
Description: 

Presentation during the GCD Stockholm Conference 2018

File Type: 
GCD conference material: other
Publication Year: 
2018
Groups audience: 
- Private group -
Workflow status: 
Final
Group content visibility: 
Public - accessible to all site users