Stress testing financial institutions requires the modelling of more scenarios than ever at unprecedented speed and accuracy, regardless of whether you need to conduct the ICAAP or concurrent stress testing. And now, with the PRA expecting stress tests to be done on an IFRS 9 basis, lenders need to reassess current practices.

This webinar focusses on technical and practical guidance for implementing successful IFRS 9-based stress tests. This webinar is best suited to Senior Analysts, Managers and Senior Managers at banks and building societies.

Objectives

For the attendees to gain a best practice guidance on:

• IFRS 9 Stress Test Modelling challenges, with specific focus on stage transitions, perfect/imperfect foresight, and how to overcome them.
• The impact of IFRS 9 on Capital and on the setting of capital buffers.

Jaywing's senior consultants, Sonia (Head of Stress Testing), Ben (Head of IRB) and Carl (Head of Capital Regulation), will then move on to answer any questions you may have.