ECL decoded

In today’s complex global landscape, defined by economic volatility, shifting regulations, and geopolitical disruptions, Expected Credit Loss (ECL) models are being pushed to their limits. Traditional frameworks often fall short in reflecting the true impact of emerging risks, from supply chain shocks to inflation surges and cross-border instability.

Building on the success of our ECL Masterclass, Grant Thornton Bharat is pleased to invite you to an exclusive one-day workshop focused on current macro-economic environment, regulatory expectations and implementation challenges surrounding ECL modelling.

This ECL workshop will bring together leaders in finance, risk and analytics to explore critical questions around forward looking modelling and post model adjustments in today’s economic landscape.

What to expect from the workshop

• Understanding today’s economic impact on ECL models: Explore how inflation, supply chain disruptions, and global uncertainty are testing the boundaries of traditional ECL frameworks.
• Regulatory expectations and global best practices: Gain insights on what regulators are looking for and how institutions across markets are adapting forward-looking modelling strategies.
• Post Model Adjustments (PMAs) as strategic tools: A deep dive into how PMAs can enhance model performance and reflect real-world scenarios more accurately.
• Striking the balance: Compliance vs accuracy: Learn how to align with regulatory requirements while maintaining the integrity and predictive power of your ECL models.

Watch glimpses of our masterclass on ECL Modelling

For any queries, please reach out to: Aakriti.malik@in.gt.com