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Forecasting credit losses during and post-COVID19

RegCentric Webinar 1st of June 2020

The financial services industry heavily relies on statistical models to measure risk. Forecasting the input parameters can be challenging in the best of times. But how do you model an event that has no historical precedent? In this webinar we will explore the assumptions and provisions that the Australian Banks have reported on and how this may evolve over coming reporting cycles.  

David Williams takes you through the following agenda:

- Quick Refresher on AASB 9 and it’s journey

- Stress Testing and Why It’s Important during & post COVID-19

- Assumptions the Banks have made on Forecasting ECL

- A brief look at Capital Management

- Conclusion and Where to Now?



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