Schedule of CPD IA|BE : IFRS 9 modelling for actuaries
| On Tuesday 21 June: | |
| 13:30 - 17:30 | IFRS 9 Modelling for actuaries |
-
From 13:30 to 17:30
IFRS 9 Modelling for actuaries
Speaker:
- David Vanden Abeele, Partner - Credo
The programme is as follows:
Time
Topic
13h00-13h30
Registration
13h30-14h00
IFRS9 in a nutshell:
- Classification and measurement, expected credit losses, hedge accounting
- Do’s and don’ts
14h00-14h30
Basic concepts of IFRS9 fase 2:
- Stage transfer
- Expected Credit Losses (ECLs)
14h30-15h
Calculation of lifetime EAD, including (partial) prepayments
15h00-15h30
Calculation of lifetime PD
15h30-16h00
Coffee break
16h00-16h30
Calculation of lifetime LGD
16h30-17h15
IFRS9 phase 2 in practice: what about
- bond portfolios?
- classical credits?
- immaterial asset classes?
17h15-17h30
Concluding remarks and closing