Lecture 10 : Significant Increase in Credit Risk (SICR) скачать в хорошем качестве

Lecture 10 : Significant Increase in Credit Risk (SICR)

🎓 IFRS 9 Credit Risk – Crash Course (Lecture 10 of 17) Significant Increase in Credit Risk (SICR) This video is Lecture 10 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 — covering how IFRS 9 works in real institutions. 📘 What this crash course covers Across the 17 lectures, you will learn: • IFRS 9 fundamentals and scope • Credit risk staging (Stage 1, 2, 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 • Macroeconomic overlays & scenarios • Practical modelling considerations (SAS, Python, Excel) • Common regulatory and audit pitfalls This is suitable for both beginners and experienced practitioners who want 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 10 focuses on Significant Increase in Credit Risk (SICR) — one of the most critical and heavily scrutinised areas under IFRS 9. In this lecture, we explain: • What SICR really means under IFRS 9 • Why SICR is central to Stage 1 → Stage 2 migration • Quantitative vs qualitative SICR indicators • Role of PD deterioration, days-past-due, and backstops • Common bank practices vs regulatory expectations • Frequent audit and validation pitfalls around SICR This lecture bridges theory, modelling, and real-world implementation, helping you understand how SICR decisions materially impact lifetime ECL. 📌 This is a free educational lecture. More advanced, hands-on modelling and implementation is available in the full training. 🎙️ Voice narration is used for clarity and 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 also support 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.