Modelling Credit Risk using Updated IFRS 9
Hosted by ASSAUD
ASSAUD Webinar Series
A practical session on how quantitative analytics and modern risk modelling techniques are transforming risk management in the banking sector. The webinar covers quantitative risk management applications in banking, with special emphasis on IFRS 9 Expected Credit Loss modelling, stress testing methodologies, and regulatory compliance requirements.
**Key areas of discussion**
Practical stress-testing models.
**Facilitator**
Mr. Jakob Lavrod, Mathematical Physicist
**Moderated by**
Agnella Nemuo, PhD, University of Dar es Salaam
**Who should attend**
Actuarial practitioners across banking, microfinance, insurance, fintech, pensions, and adjacent industries who want to explore proactive, data-driven risk management for credit and interest-rate risk.
Don't miss the opportunity to learn and grow professionally.