IFRS 9 Scenario Implementation and ECL Calculation for ...
IFRS 9 Scenario Implementation and ECL Calculation for Retail Portfolios
Alaistair Chan, Economist | Olga Loiseau-Aslanidi, Senior Economist and Risk Modeler
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IFRS 9 Scenario and Retail Portfolio Strategy, October 24th, 2017
2
Speakers
Alaistair Chan
ECONOMIST
Covers national and metropolitan economic issues across the Asia-Pacific region.
Olga Loiseau-Aslanidi
SENIOR ECONOMIST & RISK MODELER
Designs and implements models for stress-testing and
forecasting.
IFRS 9 Scenario and Retail Portfolio Strategy, October 24th, 2017
3
Agenda
1. Economic Scenarios in a Probability Weighted Environment 2. Global Macroeconomic Forecasting Models 3. Retail Credit Methodology Challenges
IFRS 9 Scenario and Retail Portfolio Strategy, October 24th, 2017
4
1
Economic Scenarios in a Probability-Weighted Environment
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