Learning outcomes

Training Introduction

The ECL MasterClass 5.0 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 5.0 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.

Training Schedule

*Please note that the agenda is illustrative, the program can change according to the actual, latest regulations, standards.

Day one

  • 9:00 Registration with Welcome Coffee

  • 09:15 Opening Remarks & Introduction

  • 09:30 Navigating through the Maze: IFRS 9, EBA GLs, Stresstesting, the CRD/CRR Review and Basel IV

  • 10:30 Discussion of the most frequent application issues of IFRS 9

  • 11:00 Tea, Coffee, Networking

  • 11:20 Interaction of 3 Stage ECL accounting and hedge accounting under IFRS 9

  • 12:20 Luncheon & Networking

  • 13:00 Modelling PD and treating forward looking information under IFRS 9 and EBA-GL
    and EBA-GL

  • 14:30 Modelling LGD and Collateral Valuation

  • 15:30: Tea, Coffee, Networking

  • 15:50 Steering Profits and Risks based on IFRS 9 and Integration of Stress Tests

  • 16:50 Feedback/Q&A

  • 17:30 End of Day 1

Day two

  • 08:30 Tea, Coffee, Networking

  • 09:00 Recap from Day 1

  • 09:30 The new Basel IV Requirements in the modelling context

  • 10:30 Tea, Coffee, Networking

  • 11:00 Defaults, NPLs and Stage 3: Critical Issues to be solved with IFRS 9 and

  • 12:00 CRR Review and IFRS 9: Determining Regulatory Capital

  • 12:30 Luncheon & Networking

  • 13:30 Lease Receivables: Impairment and Regulatory Treatment

  • 14:00 Apply prudential IFRS 9 transitional arrangements

  • 15:00 Workshop summary and Q&A

  • 15:15 Farewell Tea, Coffee and Networking

  • 15:45 End of Day 2

Training Program

Request detailed Agenda - IFRS 9 Expected Credit Loss Modelling MasterClass

Get insight into a similar past event


Dr. Guido Sopp, CFE
Dr. Guido Sopp, CFE

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.

MMag, Ingrid Nemetz
MMag, Ingrid Nemetz

Ingrid Nemetz, MMag is an IFRS 9 Expert in the Accounting Team of the Austrian Financial Market Authority (FMA). She participates in working groups of EBA and ESMA. Before joining the Financial Market Authority, she worked as accounting expert and lead of the IFRS team of a bank, focused on projects for implementing new standards (e.g. IFRS 7, IFRS 9), supervisory financial reporting, accounting policies for new products and supported stress testing from an accounting and regulatory perspective.

Who should attend?

CROs, CFOs, COOs, Presidents/VPs/EVPs/FVPs/SVPs, Global Heads, Department Heads, Managing Directors, Directors, International/Senior Managers OF:

  • Asset/Liability Management
  • Balance Sheet Management
  • Bank & Country Risk
  • Capital Management
  • Capital Modeling
  • Compliance
  • Counterparty Credit Risk
  • Credit Portfolio Management
  • Credit Research
  • FI Risk Management
  • Funding Risk
  • Funds Transfer Pricing
  • Interest Rate Risk
  • Portfolio Strategy
  • Prudential Policy
  • Quantitative Analysts
  • Risk Analysis
  • Risk Control
  • Risk Integration
  • Risk Methods
  • Risk Model Development
  • Risk Modelling
  • Risk Strategy
  • Stress Testing
  • Supervision/Regulation
  • Media Partners

and various Risk professionals in related Risk functions from Financial
Institutions across the Globe

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Room reservation

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Hotel Location

Austria Trend Hotel Savoyen
Rennweg 16
1030 Vienna

Alternative Accomodation Options

Official Airline Partner


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While we are not happy to see you cancel your registration, we understand that “life happens” and other obligations come up. Our refund schedule is as follows:
The client has the right to cancel his/her registration in the event.
There is a 50% liability on all conference registrations once made, whether the booking was made through our website or via e–mail/ telephone/ fax.
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  1. Get the timing right.
    Many people are afraid to request for training budget, because they can’t seem to find the “perfect time” to do it. Well, there’s no perfect time to ask for it, but there are definitely some moments that are better than others. For instance, if your boss is about to take a two week vacation, he/she might be in a good mood. If he/she just lost a major account, may not be wise at that juncture.
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    a) How this event will increase your productivity?
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You might find free to attend events which are usually organized by a solution/service provider within the industry. Unlike at free to attend events, on a paid event you will find more diverse industry knowledge rather than presentations related to services or solutions.
In case you cannot attend for both days, you can always attend for just 1 day of the event. In this case we will send you all presentations of the 2 days. The participation fee is 70% of the original investment. In case you would like to attend the event for just 1 day please contact us on booking[at]glceurope.com
In case you are busy on 1 of the days, you certainly can split the 2 day conference with one of your colleague. All you need to do is send us an e-mail to booking[at]glceurope.com
We understand that not all senior-level professionals might be available on the dates. As the event is an annual event, most of the attendees try to postpone their engagements or send a small group from their teams to benefit from the conference.

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