GCD is running a IFRS 9 benchmarking study in Summer 2017, following a special request of our members. The study goes far beyond the typical impact studies out there in the market.
The idea entails the set-up of a hypothetical portfolio ("dummy portfolio") as well as a common scenario with specific risk drivers and portfolio characteristics to calculate the 1-year and the life-time expected loss.
Please contact Daniela Thakkar for more information. The data templates need to be sent in by October 15th, 2017. The result will be returned back to member banks latest by End of November 2017.