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 · Live 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
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
“We worked with BIZENIUS for our Fresh Graduates Programme — they are simply amazing. Knowledge transfer and practical learning were emphasised throughout.”
Kuwait Investment Authority
From the Mandate Record
Mandate № 04 · Africa
Capital frameworks built to run the bank, not to satisfy a filing
Most frameworks are written to satisfy the regulator. We build the kind that run the bank.
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The Capability Arc™
Fix it · Advisory
Stress Testing & Scenario Governance
Scenarios, models and governance that survive review.
Automate it · Smart IT
Stress Testing & Scenario Engine
Run the scenarios on an engine, not a spreadsheet.
Learning is one point on the Capability Arc. Many institutions pair this programme with the advisory engagement — and automate what the framework demands.
Teams from these institutions train with BIZENIUS
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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.