Basel IV-Channel – Episode 28: Challenges due to IFRS 9 dimension in the EBA stress test

One of our special editions of the Basel IV-Channel already focused on stress testing and the overall methodology of the EU-wide stress test. Now, our latest Basel IV-Channel Episode covers another special topic: Credit risk modelling under stress test assumptions.

The new Basel IV-Channel Episode:

„Challenges due to IFRS 9 dimension in the EBA stress test“

addresses the calculation on stress effects for credit risk under IFRS 9.

Our experts on credit risk modelling are discussing various implications of IFRS 9 introduction within the course of the EU-wide stress test exercise.

The Basel IV-Channel Episode is ready for you at the following link: PwC Basel IV Channel


You missed a Basel IV-Channel Episode ?

No problem – all of our Basel IV-Channel Episodes are available on Youtube.

You need more information on Basel IV ?

On our Basel IV Website you will find information and contact persons.

We look forward to welcoming you to our next Basel IV-Channel.

Best regards

Martin Neisen

Global Basel IV Leader

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