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Conference: Credit Risk Management and Regulatory Provisioning in an International Financial Reporting Standards (IFRS) Environment
October 21-22, 2014Austrian Ministry of Finance, Johannesgasse 5-5A, 1010 Vienna, Austria

Participants from central banks and regulatory agencies from ten countries in the Europe and Central Asia region, international financial institutions (IFIs), and the Austrian Ministry of Finance discussed issues pertaining to credit losses and policy alternatives, implementation considerations of the new IFRS 9 standard and modelling of credit losses.

The World Bank's Financial Sector Advisory Center (FinSAC)* based in Vienna organized a successful seminar on Credit Risk Management and Regulatory Provisioning in an International Financial Reporting Standards (IFRS) Environment on October 21-22, 2014 hosted at the Austrian Federal Ministry of Finance in Vienna.

More than forty-five senior participants from central banks and regulatory agencies from ten countries in the Europe and Central Asia (ECA) region, international financial institutions (IFIs) and the Austrian Ministry of Finance attended this event.

The General Director of Economic Policy of the Ministry, Mr. Harald Waiglein, opened the seminar with some welcoming remarks, pointing to the importance of the topics to be discussed, in particular the central role of good credit risk management in view of the many regulatory and institutional changes taking place in the European Union. He highlighted the importance the Austrian authorities give to the development of a strong and resilient banking sector in the region.

The seminar had three main objectives. First, to provide an overview of current regulatory practices for defining and provisioning non-performing loans (NPL) in the Europe and Central Asia region. Second, to provide an overview of the current commercial banks’ IFRS provisioning practices. And finally, to discuss the pre-requisites and strategies for better aligning regulatory and IFRS provisioning incentives and practices and for the strategies being followed to accommodate traditional regulatory provisioning systems and IFRS provisioning in view of the new IFRS 9 standard.

The Seminar discussed the importance of having common definitions and the early recognition of credit losses ; the experience and supervisory lessons from some crisis countries with asset quality review programs, in particular the cases of Spain and Ireland, and their loan loss provisioning practices; the question of home-host cooperation and consolidation of financial and regulatory reports; the implementation considerations of the new IFRS 9 standard (**); the modelling of credit losses from the perspective of commercial banks, regulators and IFIs; the main policy alternatives and strategies for implementing reforms in accounting, disclosure, prudential supervision and reporting.

Regulators, international financial institutions (International Monetary Fund and the World Bank), the European Banking Authority (EBA), central and commercial bankers, consultancy firms and rating agencies, provided their perspectives on IFRS provisioning, NPL identification and regulatory provisioning.

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*The Financial Sector Advisory Center (FinSAC) is a World Bank unit based in Vienna supported by the Austrian Federal Ministry of Finance. FinSAC provides technical assistance to central banks and supervisory authorities in the European and Central Asia region in the areas of financial stability and banking supervision. Read more

 

Program - Day 1

  • Introduction to FinSAC’s Working Paper on loan classification and provisioning conventions and practices in the Europe and Central Asia (ECA) Region will “set the scene” for the first day of the seminar.
  • Overview of the forbearance definitions issued by the EBA, including future work plan, will be discussed.
  • Overview of the work of the ECB asset quality reviews (AQR) and how accounting and regulatory information was used.
  • Overview of supervisory cooperation in the area of loan portfolio assessment and loan loss provisioning.
  • Overview of the existing IFRS framework for impairment and planned IFRS changes from an accounting perspective, feedback and timetable.
  • A panel of supervisors from the region discuss their country’s approach to loan loss provisioning.

Tuesday, October 21, 2014

8:30 – 9:00           Registration and Coffee

9:00 – 9:15          Welcoming remarks by Harald Waiglein, Director General of Economic Policy, Austrian Ministry

                              of Finance

9:15 – 9:30          Introduction to the Seminar

                              Fernando Montes-Negret, FinSAC Coordinator, World Bank

9:30 – 10:30        “Loan classification and provisioning – Overview paper of current practices in 26 countries”

                               Katia D’Hulster, World Bank / FinSAC

10:30 – 11:30      “Forbearance definitions and upcoming work”

                               Isabelle Vaillant, European Banking Authority (EBA)

11:30 – 12:30      “BE AQR and loan loss provisions”

                                Pedro Comin

12:30 – 13:30      Lunch

13:30 – 14:30      “Supervisory assessment of subsidiaries’ loan portfolios and cooperation with host supervisors”

                                Boris Simunovic, Austrian National Bank

14:30 – 15:30      “IFRS overview: IAS 39 and IFRS 9”

                                Pascal Frerejacque, World Bank / CFRR

15:30 – 15:45      Coffee Break

15:45 – 17:30      Regional approaches to adoption to IFRS for loan loss provisions

                              Nelly Kordovska, Bulgarian National Bank

                              Damir Odak, National Bank of Croatia

                              Indrit Banka, Bank of Albania

Program - Day 2

  • Overview of commercial banks’ provisioning methodologies, risk parameters and their validation under IAS 39.
  • Perspective of the supervisor on how to assess bank’s provisioning methodologies and establish “tolerable” parameter levels.
  • Considerations on transitioning to a new expected loss model, what are the challenges and practical implications?
  • Overview of the work done by the Irish Central Bank to forecast expected losses and lessons learned.
  • Perspective of a rating agency on the assessment of loan portfolios under regulatory and accounting provisions.
  • The session will discuss methods to overlay financial reporting requirements under IFRS with complementary rules imposed by supervisors to prompt more prudent and timely loan workout. 

Wednesday, October 22, 2014

8:30 – 9:00           Coffee

9:00 – 10:00        “Modelling credit losses and loan estimates. A bankers’ perspective on IFRS”

                              Deyan Ivanov, Raiffeisen International

10:00 – 11:00      “Impairment models, parameters and estimates”

                             Joaquin Gutierrez, World Bank

11:00 – 11:15      Coffee Break

11:15 – 12:15      “Transition to an Expected Loss Model: Challenges in implementing IFRS 9”

                              John Kelly, PwC

12:15 – 13:15      “Modelling credit loss estimates”

                               Martin Rauchenwald & Phillip Escott, Oliver Wyman

13:15 – 14:00      Lunch

14:00 – 15:00      “AQR and loan loss forecasts: experiences from Ireland”

                              Shane O’Neill, Ernst &Young

15:00 – 16:00      Rating agency session

                             Osman Sattar, Standard & Poor’s Ratings Services

16:00 – 17:00      “The role of regulation and supervisory guidance to influence early loss recognition”

                              Michael Moore, IMF

17:00 – 17:30      Concluding  remarks & closing

Download PDF

 

 

  • Harald Waiglein

    Director General, Austrian Ministry of Finance
  • Fernando Montes-Negret

    FinSAC Coordinator, The World Bank
  • Katia D'Hulster

    Senior Financial Sector Specialist, FinSAC, The World Bank
  • Isabelle Vaillant

    Director Regulations, European Banking Authority
  • Mercedes Olano

    Bank of Spain
  • Boris Simunovic

    CFA, Austrian National Bank
  • Pascal Frèrejacque

    Senior Operations Officer, CFRR, The World Bank
  • Mariam Yeghiazaryan

    Head, Banking Regulation Division, Central Bank of Armenia
  • Damir Odak

    Vice Governor, National Bank of Croatia
  • Indrit Banka

    Director, Supervision Department, Bank of Albania




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