Webinar «Modeling retail loan portfolios for the implementation of IFRS 9 Financial Instruments»
On April 23 at 12:00 we invite you to on modeling retail loan portfolios (balance sheets, cash flows) in order to implement IFRS 9 Financial Instruments, jointly held by ADE Professional Solutions and «Business Systems Consult».
The host of the webinar is Vladimir Babikov, Managing Partner of LLC «Business Systems Consult».
Vladimir has participated in a number of projects to implement IFRS 9 in Russian banks and leasing companies. Consulted on complex methodological issues in the automation of the largest groups of companies in the USA, Europe, Russia and the CIS.
The webinar will cover the following issues:
- the main stages of building models of loan portfolios: principal debt, interest payments, reserve;
- migration matrices; state spaces: risk classes, grades;
- tenor: major, minor; distribution of loans (deposits) according to the original maturity; grouping options;
- dual-time-dynamics; timeline types: observation (ViewDate), generation (OpenDate), age (Month-on-book);
- factors influencing the portfolio (with reference to time scales): macroeconomics, collection, quality, early repayment, etc.;
- building retrospective reports on three time scales;
- modeling interest payment flows (back-testing);
- calculation and planning of reserves (IAS 39, IFRS 9);
- building models for deposit portfolios; forecasting balances, cash flows;
- cases of loan portfolios: mortgage, consumer, cards.
This will be of interest for:
- managers and specialists of the credit risk department;
- managers and specialists of the financial department;
- IT specialists.
Why now?
Modern trends are such that it is especially important for business to learn how to work remotely, make the most of convenient and effective on-line services, and outsource some tasks.
One of the goals of the webinar is to show how remote work with retail loan portfolios can be organized, how the tasks of implementing the IFRS 9 standard can be solved.
We are ready to share our own experience in organizing remote work, obtained directly in the United States, at the headquarters of a large bank, together with teams of analysts from European banks in working on building models and with stress tests.
To register, follow
After the webinar, you can ask questions online.
About ADE Professional Solutions
- Established in 2004
- Provides consulting services in the field of finance to enterprises of various industries in Russia and abroad
- 2nd place - outsourcing services for the preparation of financial statements in accordance with IFRS (RA «Expert», 2018)
- 9th place in IT consulting (RA «Expert», 2018)
- 50 certified highly professional employees in the state
- Status, approved by ACCA (ACCA Platinum Approved Employer)
- Since 2014 - member of Geneva Group International (www.GGI.com), the 6th largest alliance in the world
Main directions of work
- Preparation of financial statements according to IFRS / Methodology
- Automation of reporting under IFRS, management reporting
- Tax consulting
- Management consulting
- Audit of financial statements according to IFRS
About the company «Business Systems Consult»
- Established in 2006
- Consulting services in the field of risks in banks and leasing companies (in Russia and abroad)
- The BSC team: the backbone of the team - graduates of MIPT + HSE (NES), candidates of physical and mathematical sciences, CFA, FRM, PRM, CIA, ACCA certificates, all team members have extensive experience in leadership positions in banks (in Russia and abroad)
- BSC experience: optimal targeting of retail clients to increase loan income, current account stability models, dynamic balance sheet and transfer pricing, etc.
- BSC Systems: Roll Rate Analytic System (RRAS) is a retail loan portfolio risk modeling system that provides full portfolio management as an investment object, monitoring of the banking system
Main directions of work
- Analytics of loan portfolios – individuals based on its own IT development Roll Rate Analytic System
- Analysis of corporate borrowers and construction of score cards for corporate clients:
- Methodology, automation and implementation of IFRS9
- Risk management
- Implementation of the requirements of the Basel Committee on Banking Supervision
- Asset and liability management (ALM)
- Statistical analysis of customer data
