Lecture 4 : Forward Looking vs Incurred Loss Models скачать в хорошем качестве

Lecture 4 : Forward Looking vs Incurred Loss Models

🎓 IFRS 9 Credit Risk – Crash Course (Lecture 4 of 17) Forward-Looking vs Incurred Loss Models This video is Lecture 4 of a structured 17-part IFRS 9 Credit Risk Crash Course, designed for professionals and students working in banking, credit risk, IFRS 9, Basel, and regulatory modelling. The series focuses on practical understanding, not just standards wording — explaining how IFRS 9 operates in real financial institutions. 📘 What this crash course covers Across the 17 lectures, you will learn: • IFRS 9 fundamentals and scope • Credit risk staging (Stage 1, Stage 2, Stage 3) • Point-in-Time (PIT) vs Through-the-Cycle (TTC) PD • Lifetime PD concepts • LGD and EAD under IFRS 9 • Expected Credit Loss (ECL) framework • Forward-looking macroeconomic overlays • Practical modelling considerations (SAS, Python, Excel) • Common regulatory and audit pitfalls Suitable for both beginners and experienced practitioners seeking clarity and structure. 🎯 Who this lecture is for • Credit Risk Analysts & Modellers • IFRS 9 / Basel practitioners • Banking & Finance professionals • Actuarial & FRM candidates • Graduates preparing for risk roles ℹ️ About this lecture (Lecture 4) This lecture explains the core conceptual shift from the Incurred Loss model (IAS 39) to the Forward-Looking Expected Credit Loss (ECL) framework under IFRS 9. You will understand: • Why incurred loss models failed during past crises • How IFRS 9 forces earlier recognition of credit risk • The role of forward-looking information and scenarios • Why staging and SICR are central to IFRS 9 • How banks operationalise forward-looking risk in practice This lecture is foundational for understanding PIT PDs, lifetime ECL, and macroeconomic overlays later in the series. 📌 This is a free educational series. More advanced, hands-on modelling and automation is available in the full training programmes. 🎙️ Voice narration is used for clarity and professional production quality. 🔗 Full Training, Software & Support 🌐 Website: https://www.huchest.com/ 🎓 Full Training Portfolio: https://www.udemy.com/user/taipa-gibo... 💼 LinkedIn:   / taipa-huchu   📩 Email: taipahuchu@gmail.com In addition to training, we support IFRS 9 software deployment, automation, and regulatory solutions, in partnership with an experienced fintech development team. 📌 Subscribe and enable notifications to follow the full 17-lecture IFRS 9 Crash Course as each lecture is released.