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Home > LGD modelling for regulatory capital > CCAR / Stresstesting models > Cure rate > GCD Governance > GCD conference material: member presentation > Expected loss modelling under IFRS 9 / CECL > Library

Library

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Name Date Event
Models for the EBA Stress Test and IFRS9
15 June 2018
CECL/IFRS9 LGD/EAD Model Development
20 December 2016
Modelling LGD - EaD for IFRS9 - CECL with GCD data
30 June 2016
Assessing the appropriate level of conservatism for IFRS9-CECL
30 April 2016
CCAR Whitepaper presentation
30 April 2016
Methodological challenges in implementing IFRS9 impairment standards
30 June 2015
Usage of PECDC data for scenario based stresstesting
30 December 2014

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