Workshops Structure

4 live sessions held once a week for 3hrs

These sessions will include:
*Origins of IFRS9
*Credit risk background
*Basel background and approach to best practice credit risk measurement and management
*Credit losses - expected (provisions) and unexpected (regulatory capital)
*Components of ECL,EAD,LGD
*Effective interest rates

Who should enrol?

  • Credit Risk

  • Underwriters

  • Compliance

  • Regulatory Reporting

Learning Outcomes

  • Understand the background of IFRS9 from a Basel (regulatory capital) context

  • Learn to aggregate the different components of IFRS9 (PD,LGD,EAD, discount rates) for the final calculation

  • Gain knowledge of all the relevant steps and common pitfalls

  • Learn the IFRS9 component calculations

Course curriculum

    1. How to navigate through this course

      FREE PREVIEW

    2. Important dates and times

      FREE PREVIEW

    3. Course overview and materials

    1. LIVE WORKSHOP 1 | Tuesday, 31 August

    2. RECORDED WORKSHOP 1 | Tuesday, 31 August

    1. LIVE WORKSHOP 2 | Tuesday, 07 September

    2. RECORDED WORKSHOP 2 | Tuesday, 07 September

    1. LIVE WORKSHOP 3 | Tuesday, 14 September

    2. RECORDED WORKSHOP 3 | Tuesday, 14 September

    1. LIVE WORKSHOP 4 | Tuesday, 21 September

    2. RECORDED WORKSHOP 4 | Tuesday, 21 September

    1. ASSIGNMENT

About this course

  • $649.00
  • 14 lessons
  • 12h of live facilitator led sessions
  • Supporting workbooks & slides
  • Access replays and course materials for 30 days after last live session

Instructor

Who you will learn with

Wade Gunning

Course Director

Wade obtained his BComm degree at Stellenbosch University before going on to complete an Honours degree in Financial Analysis and Portfolio Management at the University of Cape Town. Wade completed his Masters in Financial Engineering (cum laude) in the Department of Mathematics and Applied Mathematics at the University of Pretoria.

He is a freelance contractor, working as a quant analyst and consultant for EY Johannesburg, RiskWorx, and Yara International where has completed several successful audits and model validations on financial institutions' IFRS9 models, built and implemented credit risk scorecards, and set up and calibrated credit pricing tools and IFRS9 ECL valuations for local (South African) and Middle Eastern (Jordan and Saudi Arabia) banks. He is currently studying in the US.