Sono passati oramai piu’ di due anni dal “go-live” di molti Istituti dei propri modelli e sistemi ai fini IFRS9. L’attuale emergenza COVID-19 sta mettendo in luce diverse complessita’ nel recepire correttamente gli effetti della pandemia nei modelli di stima delle perdite attese.

In questo webinar discuteremo degli impatti del deterioramento del contesto economico sulle perdite attese. Analizzeremo inoltre le principali criticita’ da indirizzare sia con riferimento alla definizione degli scenari macroeconomici sia nell’ambito delle metodologie di stima.

Oratori:
  • Matteo Namari, Moody's Analytics (Moderatore)
  • Andrea Pinelli, Moody's Analytics
  • Matteo Baraldi, Moody's Analytics

Following the commencement of TRIM in 2016, there are has been a multi phased approach to the ECB’s TRIM exercise. As we are gearing up for a year of further TRIM exercises and transitioning to review of wholesale and low default portfolios, Moody’s would like to host this webinar to provide:

  1. Further insight to the challenges in the market thus far
  2. The common themes across Europe
  3. Remediation and best practice approaches

Following the commencement of TRIM in 2016, there are has been a multi phased approach to the ECB’s TRIM exercise. As we are gearing up for a year of further TRIM exercises and transitioning to review of wholesale and low default portfolios, Moody’s would like to host this webinar to provide:

  1. Further insight to the challenges in the market thus far
  2. The common themes across Europe
  3. Remediation and best practice approaches

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