Questions tagged [ifrs9]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
2
votes
0answers
114 views

How do i calculate the Current Expected Credit Loss Model (CECL)

how do i calculate the CECL? The equation for the Expected Loss Model (ECL) is: $ EL=PD*EAD*LGD$ (Lifetime ECL for Stage 2 & 3) I would like to do a comparative calculation for my bachelor thesis. ...
1
vote
1answer
72 views

Estimation of the probability of default for the expected loss model (IFRS9)

Hey guys I have to do a calculation for my BA. More precisely, I have to determine the expected loss of a company. For this I need the probability of default. What options do I have to determine this ...
1
vote
1answer
80 views

IFRS9 - Lifetime Expected Credit Losses (ECL) Probability of Default (PD) - how do they get distributed in quarters?

Let's assume we calculate a Lifetime ECL of 5 years. How do we then distribute the expected losses in each of the following 20 quarters? Do we just divide the lifetime ECL by 20 and calculate the ...