IFRS9 Impairment Calculation

mark_godfrey
Super Contributor
IFRS9 regulation introduces a new Expected Credit Loss model that applies to all the debt instruments. The model built by ACCENTURE in this App demonstrates how ANAPLAN can bring an agile and flexible solution for IFRS9 Impairment Calculation through the functionalities below:
► Loading of financial assets portfolios with the required characteristics
► Determination of the staging of the asset according to the business rules defined to identify a significant increase of credit risk: identifying data (security ID, contract number, purchase date...), asset type, external/ internal ratings, bonds prices...
► Calculation of the Expected Credit Loss impairment based on calculation parameters: probabilities of default, loss given default, exposure amounts...
► Analysis of the results: comparison of periods, comparison of scenarios, chronicles, graphs
► Production of an export file.

 

Features

Loading of financial asset portfolios
  • Loading of financial asset portfolios with the required characteristics:
    • security ID
    • contract number
    • purchase date
Determination of the IFRS9 staging
  • Determination of the staging of the asset according to the business rules defined to identify a significant increase of credit risk: identifying data, asset type, external/ internal ratings, bonds prices...
Calculation of the IFRS9 Expected Credit Loss
  • Calculation of the Expected Credit Loss impairment based on calculation parameters: probabilities of default, loss given default, exposure amounts...
Analysis of the results
  • Analysis of the results through comparison of periods, comparison of scenarios, chronicles, graphs...

Information

Size
4.7 MB
Language
English
Terms & Conditions

App stats

Modules
18
Roles
1
Formulas
124
Reports
8
Complexity
Intermediate

Accenture

Accenture is a leading global professional services company, providing a broad range of services and solutions in strategy, consulting, digital, technology and operations. Combining unmatched experience and specialized skills across more than 40 industries and all business functions—underpinned by the world’s largest delivery network—Accenture works at the intersection of business and technology to help clients improve their performance and create sustainable value for their stakeholders. With more than 375,000 people serving clients in more than 120 countries, Accenture drives innovation to improve the way the world works and lives. Visit us at www.accenture.com.

Website
https://www.accenture.com/
Address

Accenture

161 N Clark St

Chicago, IL 60661

 

 

Email
michelle.l.turner@accenture.com