DexLab Analytics is inviting you to an exclusive IFRS 9 Masterclass: Navigating PD Models and Low-Default Portfolios led by Jakob Lavrød – an internationally recognized credit risk expert with over a decade of experience in IFRS 9 and ECL modelling.
Session Details
- Instructor: Jakob Lavrød (Global Credit Risk Specialist)
- Date & Time: Sunday, May 18, 2025, 5:30 PM IST (approx. 60 minutes)
- Format: Live interactive workshop (Q&A session included)
- Hosted by: DexLab Analytics (leading credit risk analytics training provider)
Key Topics Covered
- PD Modeling & IFRS 9: How to align probability-of-default models with IFRS 9’s Expected Credit Loss framework (e.g. calibrating 12-month vs. lifetime PD for Stage 1 and Stage 2 portfolios).
- PD Modeling Techniques: Explore a variety of IFRS 9–relevant techniques (statistical scorecards, survival analysis, machine learning, etc.).
- Method Comparison: Evaluate the pros and cons of each PD estimation method (considering accuracy, data needs, complexity, and interpretability).
- Portfolio Strategies: Learn strategies for low-default portfolios, default-rich portfolios, and other data-scarce scenarios (including pooling methods and external data benchmarks).
- SICR Criteria: Master the Significant Increase in Credit Risk rules, using both quantitative PD-based triggers and qualitative indicators (e.g. rating downgrades, covenant breaches).
Why attend this Masterclass
- Expert Guidance: Jakob Lavrød brings global credit risk experience and will share practical insights from international implementations.
- Specialized Training: Hosted by DexLab Analytics – a leading provider of credit risk and analytics training. Our courses (including an Advanced Certificate in IFRS 9 Modeling) are instructor-led and project-based dexlabanalytics.com.
- Actionable Insights: Gain hands-on techniques and best practices to implement IFRS 9 requirements effectively in your organization.
- Exclusive Access: This session is specially offered to DexLab Credit Risk Modelling alumni – a unique opportunity to deepen your expertise.
- Limited Seats: Seats are very limited to keep the session interactive. Register early to secure your spot and avoid disappointment.
For pricing, further details and enrollment write to us at hello@dexlabanalytics.com or drop a WhatsApp message to 📱 +919903662244.
May 14, 2025 6:52 pm