We are using cookies, in order to improve the site usage.
You can change your cookie settings at any time. Learn more
bg-arrow-down icon-arrow-up icon-back-to-top icon-linkedin icon-menu icon-search icon-twitter logo-white slider-arrow-left-gray slider-arrow-left slider-arrow-right-gray slider-arrow-right

Linking macroeconomic scenarios with IFRS 9 and CECL satellite models

Home

Three economic scenarios are required to estimate ECL under IFRS 9 rules, representing a most likely outcome (that is, central scenario) and two less likely scenarios on either side of the central, that is, upside and a downside. This case study outlines best practice approach to develop satellite PD, LGD and EaD models

Read more

IFRS 9, CECL, IASB, FASB, PROBABILITY OF DEFAULT, LOSS GIVEN DEFAULT

For more information, contact BBA Marketing

+1 (905) 499-3618