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ECL Models Under Stress: Addressing Emerging Macroeconomic and Geopolitical Risks

ECL Models Under Stress: Addressing Emerging Macroeconomic and Geopolitical Risks

£15.00 + VAT
Available
On Demand
All Locations
Financial Services
Apr
29
Tue
10:00
-
11:00 BST
Schedule Type Title: Weekdays
Schedule Description: Join us for an expert-led discussion on refining ECL models to navigate uncertainty with confidence.
Sessions: 1
Session Hours: 1.00
Zoom Link: https://icaew.zoom.us/webinar/register/WN_79FP8i6oT-qfU_7utlrm8g
CPD hours: 1 hour
Online webinar

Description

Join us for an expert-led discussion on refining ECL models to navigate uncertainty with confidence.

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  • Description
   
  On-demand

Event information

As global markets grapple with rapid macroeconomic shifts and geopolitical instability, Expected Credit Loss (ECL) models are under increasing pressure.

Ensuring accuracy and reliability in your processes, especially expected credit loss (ECL) models can be challenging.

Traditional risk models often fall short in capturing the full impact of inflation, interest rate volatility, supply chain disruptions, recessionary risks, and geopolitical tensions.

Key benefits
This webinar will provide a deep dive into:

  • ECL Risk Management Process and the significance of Model monitoring
  • Regulatory landscape for Model management regulations including PRA expectations
  • How evolving macroeconomic and geopolitical risks challenge ECL models
  • Identifying hidden vulnerabilities in risk estimation and forecasting
  • The role of Post Model Adjustments (PMAs) in bridging gaps left by statistical models
  • Best practices for ensuring regulatory compliance while enhancing forward-looking risk management

About the speakers

Vivian Lagan, Managing Director, Model Risk Management and Co-Source Services, Financial Services, Grant Thornton
With over 20 years of experience in the financial services industry, Vivian has excelled in developing and leading cross-functional teams and projects. Vivian has established strong relationships with clients at senior and executive levels to evaluate and mitigate market, credit, and regulatory risks. 

Jatin Kalra, Partner, ECL Modelling, Grant Thornton
Jatin Kalra is a Partner at Grant Thornton in Mumbai, leading the ECL modelling solution offering. With 16 years of experience, Jatin specializes in financial services, providing ECL modelling and accounting advisory services. He has led over 75 engagements across various countries, including the UK, Australia, Singapore, and more. Jatin is passionate about tech-enabled solutions and has extensive experience conducting workshops and training sessions on ECL and related topics, training over 1,000 individuals globally.

John Mongelard, Associate Director, Model Risk Service Grant Thornton
John leads Grant Thornton’s internal audit reviews for bank and building society clients, covering areas such as credit risk, enterprise risk management, operational risk, capitalisation for risk (ICAAPs), model risk management, and climate change risk oversight. With 15 years of regulatory experience at the PRA, John has supervised various banks, including Nationwide Building Society and Lloyds Banking Group, and led assessments of internal audit, governance, and risk management. He also worked at the ICAEW, focusing on IFRS 9, the accounting standard for bank credit provisions.

Polly Tsang, Senior Financial Services Regulatory Manager, ICAEW
Prior to joining the ICAEW, Polly specialised in structured finance and asset backed securitisation at PwC, helping firms raise debt market funding and buy/sell asset pools. She qualified as an ACA with PwC London within investment management and banking and capital markets. She is interested in exploring the risks and opportunities in regulating financial services in the post-Brexit landscape, particularly in evolving areas such as ESG, cryptoassets and AI.

CPD hours

ICAEW's revised Continuing Professional Development (CPD) Regulations bring in new CPD requirements. This includes a minimum number of hours and an ethics requirement. Attending this webinar could contribute up to 1 hour(s) of verifiable CPD, providing you can demonstrate that the content is relevant to your role.

A copy of the webinar booking confirmation email is accepted as evidence of verifiable CPD. You will need to save the email as a JPEG or PDF before uploading it to your record. Click here to use ICAEW’s self-assessment tool to help you work out how much CPD you will need to fulfil each year.

Costs

RateCost
ICAEW MemberNo Charge
Non-MemberNo Charge
Retired MemberNo Charge
Life MemberNo Charge
StudentNo Charge
Faculty Subscriber - Financial ServicesNo Charge
Affiliate MembersNo Charge
Faculty Subscriber - FSF BankingNo Charge
Faculty Subscriber - FSF InsuranceNo Charge
Faculty Subscriber - FSF IMNo Charge

ICAEW members and non-members are welcome to join. This event is organised by the Financial Services Faculty. Please click here to join online.

FAQs

Should you experience any difficulties booking onto the event, please go to our events support page - how to book.

Legal Disclaimer

The Institute of Chartered Accountants in England and Wales (ICAEW) does not endorse or recommend any third-party products, services, or companies mentioned during this event or in related materials. References to any such products, services, or companies are for informational purposes only and do not constitute an endorsement or recommendation by ICAEW.

The views and opinions expressed by third-party speakers are their own and do not necessarily reflect the views, positions, or policies of ICAEW. ICAEW does not assume any responsibility or liability for the accuracy, completeness, or legality of the content presented by third-party speakers.

For further information or clarification, please contact ICAEW directly.

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