IFRS 9 Expected Credit Loss Modelling Masterclass

The masterclass follows the standard from classification and measurement — the move from IAS 39 — through the impairment model and into the places implementations creak: 12-month versus lifetime PD measurement, defaults, NPLs and Stage 3, and hedge accounting. It then works through estimating ECL under stressed economic conditions, and tracks the interactions with IFRS 15 and IFRS 16 along the way.

Yes. A dedicated part of the masterclass covers the practical considerations of estimating expected credit losses when the economic climate turns hostile: aligning accounting policies with reporting, identifying the reporting areas and standards hit hardest, and pulling the impacts into interim reports. Stress tests are integrated into the ECL view, so participants leave able to steer profits and risks on IFRS 9 numbers.

It suits financial reporting and IFRS reporting teams, credit risk and model creation teams, portfolio managers and balance-sheet management, and capital management, capital modelling and compliance functions. Auditors and bank and country risk teams also benefit, since the programme sits precisely where accounting meets modelling — and where local regulatory requirements on provisions meet the international standard.

The programme is delivered in English and French, and sessions run on a rolling calendar with dates confirmed on request. Fees and quotations are shared on enquiry. Like every BIZENIUS programme, it is also available in-house, tailored to your institution — useful where implementation issues, provisioning requirements and portfolio characteristics are specific to your market.