About this Speaker

Stephan Wiehler

Stephan Wiehler

Head of Core Credit (AIRB & Scenarios Loss Analysis), Credit Suisse

Stephan Wiehler is a managing director at Credit Suisse. Wiehler joined the bank in 2007 and is the 

global head of core credit – AIRB and credit scenario analysis. His remit covers the areas of advanced internal ratings-based approach (AIRB) and client scenario models/scenarios loss analysis including dynamic provisioning under IFRS 9 and US GAAP.

 

Before joining Credit Suisse Wiehler has worked in public sector consulting for the Ministries of Labor in Germany Switzerland and Austria. He holds a doctorate in economics from the University of St. Gallen. 

Hear This Thought Leader

Expected Credit Loss Forecasting: the Rise of Uncertainty

Wednesday, March 16, 2022 3:00 PM

  • Adjustments for CECL and IFRS 9 modeling
  • Impact of government support programs, including payment forbearance and stimulus checks
  • How the pandemic response untethered unemployment from default risk
  • Historical data deficiencies: not enough timely, high-quality data