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ECL Models Under Stress: Addressing Emerging Macroeconomic and Geopolitical Risks

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Published: 29 Apr 2025

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In this webinar join our expert-led discussion on refining ECL models to navigate uncertainty with confidence.

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.

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

Resources

First broadcast 29 April 2025

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