Simple off-the-shelf solution for Expected Credit Loss calculation and analysis
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 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.
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.
Financial Risk Modelling and Data Science, PwC Czech Republic
Tel: +420 775 176 782
Financial Risk Modelling, PwC Czech Republic
Tel: +420 608 113 228