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 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.

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.