Led by Juan Ramirez, a senior professional at Deloitte in London advising banks on IFRS 9 and Basel III/IV issues.
This two day intensive training course provides hands-on expertise on the IFRS 9 impairment framework. The course combines the IASB guidance with its practical application at banks, accentuating the challenges faced by these organisations.
Complex concepts are mastered through the use of real-life case studies. For instance, scenario selection and the triggers of significant increase in credit risk are covered analysing their application at the larger European banks. Stage three is covered with a particular emphasis on the industry best practice and the regulatory definition of default.
The course is led by Juan Ramirez, a senior professional at Deloitte in London, advising banks on IFRS 9 and Basel III/IV issues. Juan holds an MBA from the University of Chicago and has worked for 20 years in the derivatives trading and sales areas of JP Morgan, Lehman Brothers, Barclays Capital, Banco Santander and BNP Paribas.
What will you learn?
Deep knowledge of the practical and theoretical aspects of IFRS 9 impairment three-staging framework
The determination of scenarios, based on a benchmark analysis of how the larger and smaller banks are defining them
The criteria for determining significant increase in credit risk in practice, based on the criteria used at the larger banks
The definition of default, based on regulatory definitions
An overview of the modelling challenges using a case study approach
An overview of the IFRS 9 post-implementation challenges