IFRS 9 Expected Credit Loss Modelling Masterclass
Expected credit loss modelling where implementations actually break — PD measurement, Stage 3 and NPLs, and estimating ECL when the economic climate turns hostile.
Format
Classroom · Live Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Expected credit loss is where accounting meets modelling, and it is where most IFRS 9 implementations creak: 12-month versus lifetime PD measurement, defaults and Stage 3, and the collision between international standards and local regulatory requirements on provisions. This masterclass provides in-depth analysis, application methodology and strategy for implementing IFRS 9 on financial instruments — including hedge accounting and the ECL treatment under stressed economic conditions. Participants work through implementation issues and case studies on practical application, tracking the interactions with IFRS 15 and IFRS 16 along the way. The cohort leaves knowing what was, what will be, and how to steer profits and risks on IFRS 9 numbers.
What you will do
Who attends
- Financial reporting and IFRS reporting teams
- Credit risk and model creation teams
- Portfolio managers and balance-sheet management
- Capital management, capital modelling and compliance
- Auditors and bank and country risk teams
Programme agenda
Built for the decisions no textbook prepares you for
I.The standard and its scope
- From IAS 39 to IFRS 9 — classification and measurement changes
- The new impairment model
- Key principles across IFRS 9, 15 and 16
- Hedge accounting implementation challenges
II.PD measurement and staging
- 12-month and lifetime PD: issues and solutions
- Probability of default considerations
- Defaults, NPLs and Stage 3 — critical issues to solve
III.ECL under stressed conditions
- Practical considerations of estimating ECL in a crisis
- Aligning accounting policies with reporting
- Reporting areas and standards hit hardest
- Impacts to pull into the interim reports
IV.Steering and integration
- Steering profits and risks based on IFRS 9
- Integration of stress tests
- Aligning international standards with local regulatory requirements
Frequently asked
Do these programmes cover the Basel III final reforms and the ICAAP/ILAAP cycle?
Yes. The BIZENIUS banking curriculum is built around the Basel III endgame, ICAAP, ILAAP, IRRBB, IFRS 9 provisioning, stress testing and BCBS 239. Participants leave able to quantify the output floor on their own portfolios, write capital and liquidity documents that withstand supervisory review, and defend the numbers to their board.
Are the programmes adapted to regional supervisors such as SAMA, CBUAE or BCEAO?
Casework is built around supervisory documents rather than textbook theory, and faculty include former practitioners who have sat on both sides of an examination. Programmes address the questions SAMA, CBUAE, BCEAO and other home regulators actually put to the desk, and an in-house edition can be tailored to a single jurisdiction.
How do I secure a seat on a banking programme?
Apply for a seat or request the brochure from the programme page. A senior practitioner — not a sales team — responds within one business day, and the brochure arrives with that reply. BIZENIUS runs on enquiry: there is no online checkout.
Can a programme run in-house for our bank?
Every BIZENIUS programme can be delivered in-house, tailored to your balance sheet, your regulator and your data, in English or French. Many institutions start with an open cohort, then commission a private edition for the wider team.
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In their words
Knowledge transfer, emphasised throughout
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The Capability Arc™
Fix it · Advisory
Advisory & Consultancy
A senior bench across risk, treasury and regulation.
Learning is one point on the Capability Arc. Many institutions pair this programme with the advisory engagement — and automate what the framework demands.
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Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.