Questions tagged [ifrs9]

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What would be the ideal way to develop ECL model for startup fintech when there is no historical data

What would be the ideal way to develop the IFRS9 ECL model for startup fintech when there is no historical data.
2
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125 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. ...
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1answer
92 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 ...
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1answer
105 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 ...