IFRS 9 / ECL
Review expected credit loss applications, including the roles of probability of default (PD), loss given default (LGD) and exposure at default (EAD).
SOLUTIONS / RISK & ANALYTICS / 02
Model Validation.
Independent review of financial and credit-risk models, including IFRS 9 expected-credit-loss applications.
Understand the assumptions behind the number.
A model can be technically sophisticated and still be sensitive to its inputs, calibration, limitations or economic assumptions. Independent validation helps boards and risk teams scrutinize the conclusions they rely on.
INSTITUTIONAL USE
Banks, financial institutions, lenders, risk committees, audit functions and other organizations relying on credit or valuation models.
THE OBJECTIVE
Support better-informed decisions through independent specialist perspectives.
WHAT THIS HELPS CLIENTS ADDRESS CLIENT USE CASES
Valuation and credit models
Challenge assumptions and the sensitivity of financial and credit-risk model outputs to changing conditions.
Governance and oversight
Support model risk committees, audit discussions and the documentation of independent technical challenge.
PDProbability of default
LGDLoss given default
EADExposure at default
ECLExpected credit loss
LET’S DISCUSS YOUR REQUIREMENTS
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Share the instruments, models or institutional questions you would like to discuss. No confidential position data is needed in an initial inquiry.
Independent review scope depends on the model, available evidence and client requirements.
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