Transcription of IFRS 9 Scenario Implementation and ECL …
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IFRS 9 Scenario Implementation and ECL Calculation for Retail PortfoliosAlaistairChan, Economist | Olga Loiseau-Aslanidi, Senior Economist and Risk ModelerIFRS 9 Scenario and Retail Portfolio Strategy, October 24th, 20172 Moody's Analyticsoperates independently of the credit ratings activities of Moody's Investors Service. We do not comment on credit ratings or potential rating changes, and no opinion or analysis you hear during this presentation can be assumed to reflect those of the ratings 9 Scenario and Retail Portfolio Strategy, October 24th, 20173 ECONOMISTC overs national and metropolitan economic issues across the Asia-Pacific ECONOMIST & RISK MODELERD esigns and implements models for stress-testing and Loiseau-AslanidiIFRS 9 Scenario and Retail Portfolio Strategy, October 24th, scenarios in a Probability Weighted Macroeconomic Forecasting Credit Methodology ChallengesAgenda1 Economic scenarios in a Probability-Weighted EnvironmentIFRS 9 Scenario and Retail Portfolio Strategy, October 24th.
IFRS 9 Scenario and Retail Portfolio Strategy, October 24 th, 2017 6 “An entity shall measure ECL of a financial instrument in a way that reflects an unbiased and probability- weighted amount that is determined by evaluating a range of possible outcomes.” (5.5.17) “When measuring ECL, an entity need not necessarily identify every possible scenario.
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