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The ECL MasterClass was designed to improve the level of knowledge in the field of modelling requirements from IFRS 9, the EBA Stresstest-Methodology, the EBA IRB-Guidelines and the upcoming Basel IV standards.The MasterClass approach is vastly practical. It will help you to understand fundamental concepts and principles underlying the many new regulations and equip participants with the knowledge to handle the practical implementation challenges and to sort out the complex differences.

One of the reasons why GLC MasterClasses stand out from others is that our participants gain not only the knowledge from highly experienced and specialized professionals, but also learn how to apply the gained insights in real life.

The ECL MasterClass is essential for professionals in the field of accounting, auditing and finance, who are aiming for career development. The MasterClass will cover new regulatory topics, especially the Credit Risk Stress test.


Special features:

  • Best practices
  • Regulatory insight
  • Case studies
  • Templates and Step-by-step guides


Training includes:

  • Specific and exceptional educational insights combining modern theories and practical examples
  • Workshop using advanced international experience and knowledge of high-level expert
  • Special materials and templates for future use by the participants in their work


Some of the key takeaways include:

  • Discuss most frequent application issues of IFRS 9
  • Identify how to combine the hedge accounting model and 3 Stage Provisions in IFRS 9
  • Impact of IFRS 9: evidence from reports and reporting data
  • IFRS 9 Benchmarking: the impact of IFRS 9 on model inputs and outputs
  • Learn how to prepare for and integrate the diverse requirements and guide lines on ECL modelling
  • Uncover Best Practice from the Supervisory Discussions with European Banks
  • Interpret new Basel IV and IFRS 9 requirements in a model context
  • Align IFRS Requirements and EBA-IRB-Guidelines
  • Differentiate differences in parameterization from conceptual differences
  • Run EBA-Stress Test on IFRS 9 data
  • Observe the latest EBA and Guidance on NPL Valuation and Management
  • Become aware of critical issues to be solved with IFRS 9 in defaults, NPLs and Stage 3
  • Apply prudential IFRS 9 transitional arrangements
  • Determine Regulatory Capital: CRR, IFRS 9 and NPL Backstop


Download detailed Agenda - IFRS9 Expected Credit Loss Modellin MasterClass



The Trainer: 

Dr. Guido Sopp, CFE is an IFRS 9 Expert in the Accounting Team of the Austrian Financial Market Authority (FMA). He is the Co-Lead of EBA Workstream on IFRS 9 and supports the ESMA Enforcement Session (EECS). He is Member of Austrian Accounting Standard Setter AFRAC. Guido published several articles on IFRS 9 and credit risk valuation and holds lectures in IFRS Accounting at two universities.