IFRiSk 9 Calculator

Simple off-the-shelf solution for Expected Credit Loss calculation and analysis

IFRiSk 9 Calculator – instant access to flexible ECL calculation

The PwC IFRiSk 9 Calculator has been developed to support financial institutions with the IFRS 9 ECL calculation. Powerful engine together with simple interface enable users to quickly evaluate and compare ECL under different scenarios.

IFRiSk 9 Calculator offers

IFRiSk 9 Calculator enables

  • small and medium sized financial institutions to perform ECL calculation for regular reporting purposes;
  • business users to perform ad hoc ECL analyses and stress-testing exercises;
  • internal or external audit to challenge and verify the results produced by a solution already in place.

Our approach

IFRiSk 9 Calculator operates as a calculation engine that loads in required parameters for all ECL components, i.e., PD, LGD, EAD, macro-economic forecasts and a portfolio snapshot at reporting date and computes the resulting expected losses for each account.



Quick deployment

PwC provides Calculator as a service accessible on the PwC-managed cloud. Or it can be deployed in your environment.

Easy access

Application is easily accessible via a web browser without the need for any installations by end users.

Scenario analysis

Fast calculation engine also makes Calculator a great tool for various scenario analyses and quick impact calculations.

Flexible calculation

Thanks to general inputs, Calculator can handle most of the common ECL methodologies as it is.


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Fast calculation of ECL


IFRiSk 9 Calculator harnesses the power of a complex system of ETLs and advanced calculations. Results of the computations are obtained in a straightforward manner and an intuitive process has been designed to make the IFRiSk 9 Calculator easy to use and understand.

Contacts

Rostislav Černý

Financial Risk Modelling, PwC Central and Eastern Europe

Tel: +420 775 176 782

Ondřej Glatz

Financial Risk Modelling, PwC Czech Republic

Tel: +420 608 113 228

Diana Liptáková

Financial Risk Modeling, PwC Czech Republic

Tel: +420 735 729 779

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