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UID:598f371dd034a14cc532d8b6da6a0f4f@egytraining.org
SUMMARY:IFRS 9 Expected Credit Losses Building Models for Central Banks
DESCRIPTION:Introduction\nThe International Financial Reporting Standard 9 
 (IFRS 9) is a critical accounting standard that governs the classification\
 , measurement\, and impairment of financial instruments. It has become espe
 cially vital for central banks to grasp the Expected Credit Loss (ECL) mode
 l in order to assess and manage credit risks with precision. The IFRS 9 sta
 ndard plays a key role in how credit risk models are developed and implemen
 ted within central bank risk management frameworks.\nThis course is designe
 d to equip central bank professionals with the knowledge and skills require
 d to effectively build IFRS 9 ECL models from scratch\, using real-world da
 ta. Participants will gain a comprehensive understanding of IFRS 9 and its 
 implications on credit risk management and financial stability in central b
 anks' operations.\nCourse Objectives\nBy the end of this course\, participa
 nts will be able to:\n\nUnderstand IFRS 9 and its significance for central 
 banks\, including the impact on financial reporting and compliance with glo
 bal regulations.\nComprehend the Expected Credit Losses (ECL) model\, inclu
 ding the three stages of credit impairment and its regulatory context.\nPre
 pare and assess the quality of data required for ECL modeling\, addressing 
 potential data gaps and ensuring compliance with privacy and security regul
 ations.\nApply key ECL modeling techniques\, including Probability of Defau
 lt (PD)\, Loss Given Default (LGD)\, and Exposure at Default (EAD) models t
 o build effective credit risk models.\nCalibrate and validate ECL models th
 rough backtesting\, stress testing\, and proper model governance.\nIntegrat
 e ECL models into central bank risk management frameworks to enhance credit
  risk management.\nAnalyze real-world case studies of successful IFRS 9 ECL
  model implementations and their impact on financial stability.\n\nCourse O
 utlines\nDay 1: Introduction to IFRS 9 and Expected Credit Losses (ECL)\n\n
 Overview of IFRS 9 and its significance for central banks.\nKey concepts of
  the Expected Credit Losses (ECL) model and its regulatory context.\nUnders
 tanding the three stages of credit impairment in the IFRS 9 framework.\nThe
  global impact and adoption of IFRS 9\, and the importance of compliance fo
 r central banks.\n\nDay 2: Data Preparation and Quality Assessment\n\nIdent
 ifying relevant data sources for building ECL models.\nTechniques for data 
 cleaning\, transformation\, and validation.\nEvaluating data quality and ad
 dressing data gaps to ensure IFRS 9 compliance.\nEnsuring adherence to data
  privacy and security regulations for accurate credit risk models.\n\nDay 3
 : ECL Modeling Techniques and Approaches\n\nFundamental methodologies for b
 uilding ECL models.\nUsing Probability of Default (PD)\, Loss Given Default
  (LGD)\, and Exposure at Default (EAD) models to assess credit risk.\nEstim
 ation of transition matrices and incorporating macroeconomic factors into E
 CL modeling.\nHow to incorporate forward-looking information in the ECL mod
 els to meet IFRS 9 impairment requirements.\n\nDay 4: Model Calibration and
  Validation\n\nTechniques for calibrating and validating ECL models with pr
 actical data.\nMethods of backtesting and stress testing to ensure model ac
 curacy and robustness.\nModel governance and documentation\, ensuring trans
 parency and compliance.\nEffective communication with stakeholders about EC
 L model performance and its impact on credit risk models.\n\nDay 5: Impleme
 nting IFRS 9 ECL Models in Central Banks\n\nIntegration of ECL models into 
 central banks' risk management frameworks.\nUnderstanding the implications 
 of ECL on capital adequacy and financial stability in central banks.\nLever
 aging ECL insights to enhance decision-making in credit risk management.\nC
 ase studies and real-world examples of successful IFRS 9 ECL model implemen
 tations and lessons learned.\n\nWhy Attend this Course: Wins & Losses!\n\nD
 evelop a solid understanding of IFRS 9 and its critical role in credit risk
  management for central banks.\nLearn how to build\, calibrate\, and valida
 te ECL models using real-world data to comply with IFRS 9 impairment requir
 ements.\nGain hands-on experience in data preparation\, modeling techniques
 \, and stress testing that will directly enhance your organization's credit
  risk management strategy.\nUnderstand how to integrate ECL models into the
  overall risk management framework of central banks for more informed decis
 ion-making and improved financial stability.\nLearn from real-world case st
 udies on how successful ECL model implementations have impacted the financi
 al health of central banks.\n\nConclusion\nAs IFRS 9 becomes increasingly i
 mportant for central banks worldwide\, understanding and implementing the E
 xpected Credit Loss (ECL) model is critical for ensuring financial stabilit
 y and compliance with global standards. This course provides the necessary 
 tools and techniques to build robust ECL models\, calibrate them accurately
 \, and integrate them into central bank risk management practices.\nBy atte
 nding this course\, participants will be equipped with the knowledge to mak
 e informed decisions in credit risk management\, improve the accuracy of fi
 nancial reporting\, and enhance the overall stability of their organization
 s.
LOCATION:Dubai
DTSTAMP:20260614T222931Z
DTSTART:20260604T034500Z
DTEND:20260617T210500Z
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