Steering with Expected Loss

Steering with Expected Loss

Wolfgang Reitgruber is a senior risk professional currently transitioning from UniCredit s.p.a. to Erste Group Bank AG. His presentation discusses methodological approaches to IFRS 9 Impairment. Discover the challenges in credit risk steering, IFRS 9 and Basel models, get an introduction of the Impact of Risk framework and extend it to the IFRS 9 regulation.

Download Wolfgang’s presentation slides where he discusses the following items:

  • Challenges in Credit Risk Steering
  • IFRS 9 and Basel models – convergence or divergence?
  • Introduction of Impact of Risk
  • From Impact of Risk to IFRS 9
  • Calibration of IFRS 9 Impairment

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