OVERVIEW

This masterclass provides an in-depth analysis, application methodology and strategy for implementing IFRS 9 on financial instruments, including hedge accounting and the treatment for expected credit loss.

Delegates will focus on implementation issues and challenges and discuss case studies on practical application of the standard. You will have an understanding on “what was” and “what will be” in the world of accounting for financial instruments.

IASB has published the new standard on financial instruments – IFRS 9. This standard replaces IAS 39.

Amendments have been made in the classification and measurement of financial assets and a new model for impairment has been introduced. Hedge accounting is also challenging to implement. This course will help to clarify these issues and help you to get ready to plan your strategy for the transition to the modified standard.

WHAT YOU WILL LEARN

  • Learn how to interpret accounting requirements of IFRS 9 into a model context
  • Find out how to align International Accounting Standards and Local Regulatory Requirements on EL-Provisions
  • Run Stress Test on IFRS 9 data
  • Combine Regulatory Baseline and Adverse Scenarios with IFRS 9 models
  • Integrate Stress Test Foresight and Migration Methodologies
  • Establish issues and solutions of 12 month and lifetime PD measurement
  • Understand Steering Profits and Risks based on IFRS 9 and Integration of Stress Tests
  • Become aware of critical issues to be solved with IFRS 9 in defaults, NPLs and Stage 3
  • Determine Regulatory Capital: CRR and IFRS 9
  • Determine the Basel and Regulatory Guidelines on ECL and current ECB developments
  • Uncover Best Practice from the Supervisory Discussions with other Banks
  • Identify how to combine the hedge accounting model and 3 Stage Provisions in IFRS 9

WHO SHOULD ATTEND

CROs, CFOs, COOs, Presidents/VPs/EVPs/FVPs/SVPs, Global Heads, Department Heads, Managing Directors, Directors, International/Senior Managers of:

  • Asset/Liability Management
  • Balance Sheet Management
  • Bank & Country Risk
  • Capital Management
  • Capital Modeling
  • Compliance
  • Counterparty Credit Risk
  • Credit Portfolio Management
  • Credit Research
  • FI Risk Management
  • Funding Risk
  • Funds Transfer Pricing
  • Interest Rate Risk
  • Portfolio Strategy
  • Prudential Policy
  • Quantitative Analysts
  • Risk Analysis
  • Risk Control
  • Risk Integration
  • Risk Methods
  • Risk Model Development
  • Risk Modelling
  • Risk Strategy
  • Stress Testing
  • Supervision/Regulation
REGISTER NOW
“The training was very well organized. The content was very relevant to my role. The interactive discussion was encouraged and the trainer was also very knowledgeable of the subject matter. I would recommend this training to all who are involved at some stage of retail banking product development.”
“I would like to recommend the marketing teams as well for this training. It was indeed a time well spent and a memorable experience.”
“It was an extraordinary training methodology and a multidisciplinary approach, as well as a clear and strong content structure that focused on core Retail banking. The training methodology helped participants to realize a deeper knowledge of Product Management and Development.”

Our Upcoming Trainings

SME Banking Masterclass
SME Banking Masterclass
Asset & Liability Management
Asset & Liability Management
Digital Banking Leadership
Digital Banking Leadership
Product Management and Development for Retail Banks
Product Management and Development for Retail Banks

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