Questions tagged [ifrs9]
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3
questions
2
votes
0answers
108 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
66 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
69 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 ...
