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IFRS 9 Expected Credit Loss Modeling Services
End-to-end quantitative solutions for credit risk provisioning. From initial data processing through audit sign-off, our expert risk modelers deliver precision, transparency, and compliance.
ECL Modeling & Methodology
Full development, validation, and implementation of Expected Credit Loss models including Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD).
Get a Quote for This ServiceWhat's Included
- 12-month and Lifetime PD curve generation
- Collateral haircut and LGD modeling
- CCF and EAD estimation
- Survival analysis and transition matrices
Macroeconomic Scenarios & Overlays
Expert integration of forward-looking macroeconomic variables (FLI) into the ECL framework to capture future economic conditions and business cycles.
Get a Quote for This ServiceWhat's Included
- Macroeconomic variable selection and testing
- Scenario generation (Base, Optimistic, Pessimistic)
- Probability weighting determination
- Management overlay justification
IFRS 9 Disclosure & Reporting
Complete, audit-ready disclosure schedules meeting all IFRS 9 requirements for inclusion in your financial statements.
Get a Quote for This ServiceWhat's Included
- ECL allowance reconciliation
- Stage allocation reports (SICR tracking)
- Sensitivity analysis on key drivers
- Vintage analysis and roll rates
Model Validation & Gap Analysis
Independent validation of existing IFRS 9 models, identifying gaps against best practices and regulatory requirements.
Get a Quote for This ServiceWhat's Included
- Quantitative model back-testing
- Data quality assessment
- Methodology benchmarking
- Central bank regulatory compliance checks
Multi-Jurisdiction Valuations
Coordinated valuations across multiple countries and regulatory frameworks, with deep expertise in Middle East and African central bank requirements.
Get a Quote for This ServiceWhat's Included
- UAE Central Bank compliance
- SAMA guidelines integration
- SARB reporting alignment
- Cross-border portfolio aggregation
Advisory & Training
Beyond the numbers — helping your risk, finance, and IT teams understand the implications of IFRS 9 on your capital and provisioning strategy.
Get a Quote for This ServiceWhat's Included
- Board & audit committee presentations
- Risk team IFRS 9 workshops
- Data pipeline advisory
- Regulatory change impact analysis
Simplified Approach for Corporates
Tailored IFRS 9 ECL solutions for non-financial corporates holding trade receivables, lease receivables, or contract assets, utilizing the provision matrix methodology.
Get a Quote for This ServiceWhat's Included
- Provision matrix development in Excel
- Historical loss rate calculation and aging bucket analysis
- Forward-looking macroeconomic overlay adjustments
- ECL allowance for intercompany loans