Principles, Risks and Controls of ECL Implementation and Validation

Outline/Agenda:

I. PFRS 9 Implementation

II. ECL Target Operating Model and Governance Model

III. CREDIT RISK Management Framework

• Under BSP Circular no. 855, and updates thereto

• Under GCRAECL

• Under GPPC Paper II

IV. Validation

V. Model Risk Management & Model Controls

Resource Speakers:

Amitava Mukherjee, Partner KPMG

Abishek Yadav, Manager, KPMG

Jeffree Mae M. Tapia, Advisory Partner, KPMG

Schedule:

8-9 June 2023

(Thursday – Friday)

1:00 PM - 5:00 PM

Training Fee per Participant:

From Member Institution – P 2,800.00

From Non-Member Institution – P 3,920.00

**VAT inclusive