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
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