IFRS 9 Brochure
Different economic scenarios and their probabilities are crucial to calculate expected credit losses under IFRS 9. To meet regulatory requirements it is, therefore, key to have an objective and transparent view of the forward-looking distribution for the economy. We offer a solution for IFRS 9 scenarios specifically designed to meet the requirements of the accountancy standard. The advantages of our methodology are that it minimises P&L volatility, it is highly robust and it is based on a validated economic model.
- Six macroeconomic scenarios including two upsides and three downsides around our baseline
- Scenario outputs covering the key drivers of impairment such as property prices, income gearing and unemployment rates
- Comprehensive reports that explicitly outline scenario assumptions and any changes from prior scenarios
- Quarterly updates to scenarios reflecting changes to the base case and emerging risks
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