The International Accounting Standards Board (IASB) and other accounting standard setters set out principles-based standards on how banks should recognise and provide for credit losses for financial statement reporting purposes. Under IFRS 9, financial assets are classified according to the business model for managing them and their cash flow characteristics.
In this webinar we will look at:
- Business wide implications and objectives of ECL (profit, capital, liquidity, RAROC etc..)
- Advantage of automating IFRS9 computation (audit requirement, linkage with other metrics like RAROC, etc…)
- Moody’s Analytics ECL computation approach
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