Stress Testing and IFRS 9 ECL Modelling Masterclass
One connected approach to PD, LGD and ECL modelling — cutting the cost of running IFRS 9 and stress testing as separate model estates.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Financial institutions are asked to calculate probabilities of default several ways at once: forward-looking lifetime PDs for IFRS 9, stressed point-in-time PDs for impairment, and regulatory variants besides. Run separately, these models multiply development and maintenance cost — and invite supervisory challenge when the numbers disagree. This masterclass works through IFRS 9 ECL modelling and stress testing as one connected problem: PD and forward-looking information, LGD and collateral valuation, Stage 3 and NPL treatment, and the synergies between IFRS 9 and stress-testing models that cut cost without cutting rigour. The cohort finishes with a response strategy for the supervisors who will challenge their ECL models.
What you will do
Who attends
- Heads of ALM and balance-sheet management
- Capital management, capital modelling and compliance teams
- Bank and country risk professionals
Programme agenda
Built for the decisions no textbook prepares you for
I.PD modelling under IFRS 9
- Forward-looking lifetime PDs and point-in-time stressed PDs
- Treating forward-looking information in the models
- Implementation issues and challenges institutions face
II.LGD, collateral and receivables
- Modelling LGD and collateral valuation
- Lease receivables: impairment and regulatory treatment
- Data challenges across the ECL estate
III.Stages, defaults and NPLs
- Critical Stage 3 issues to resolve under IFRS 9
- IFRS 9 planning recommendations — a response strategy
- How supervisors challenge ECL models
IV.Integration with stress testing
- Synergies between IFRS 9 and stress-testing models
- Operational challenges of teams working on both
- Steering profits and risks with integrated results
Frequently asked
How does the masterclass connect IFRS 9 ECL modelling with stress testing?
It treats the two as one connected problem rather than separate model estates. The programme works through forward-looking lifetime PDs and stressed point-in-time PDs together, then exploits the synergies between IFRS 9 and stress-testing models to cut development and maintenance cost — and to avoid the supervisory challenge that arises when the numbers disagree.
Who should attend the IFRS 9 ECL and stress testing course?
The programme is designed for heads of ALM and balance-sheet management, capital management, capital modelling and compliance teams, and bank and country risk professionals. It suits practitioners who own or challenge PD, LGD and ECL models and need them to serve impairment and stress testing at once.
Does the course prepare us for supervisory challenge to ECL models?
Yes — that is where the masterclass finishes. The cohort examines which supervisors will challenge ECL models and how, then builds a response strategy. Along the way it resolves the Stage 3, default and NPL issues that IFRS 9 forces into the open, together with LGD and collateral valuation methods that stand up to validation.
Is the programme available in-house and in French?
Yes. BIZENIUS delivers the masterclass in English and French, and an in-house edition can be tailored to your model estate and portfolio mix. Sessions run on a rolling calendar with dates confirmed on request; fees and quotations are provided on enquiry.
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In their words
Knowledge transfer, emphasised throughout
“We worked with BIZENIUS for our Fresh Graduates Programme — they are simply amazing. Knowledge transfer and practical learning were emphasised throughout.”
Kuwait Investment Authority
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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.