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  • IFRS 9 Discussion - 22-Feb-22

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    Vinothkumar Radhakrishnan
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    10 views1 page

    IFRS 9 Discussion - 22-Feb-22

    Uploaded by

    Vinothkumar Radhakrishnan

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    For PD

    1. Independent Variable
    2. Dependent Variable - Target
    3. Check to Use Demographical information in model - FONDI BESA
    4. Pull the Data from 2017 from Finca Ug
    5. Days past due date is a must and balance.
    6. Account Level or Customer Level.
    7. Restrcture Information
    8. Will Discuss of Data Structure once we arrive Days past due date

    EAD
    1. Based on Default Balance
    LGD
    1. Recovery Information

    IFRS9 - Stages - Definiton to be done.


    Stage 1 - Less Risky -12 month loss
    Stage 2 - Moving towards either side - 7 years
    Stage 3 - Already defaulted -

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