Comply with IFRS 9

Implement IFRS 9 with ready-to-use framework for Expected Credit Loss (ECL) model components.

IFRS 9, as an International Financial Reporting Standard (IFRS) to replace IAS 39, addresses the accounting for financial instruments. The introduction of new requirements for expected credit loss (ECL) modelling poses a significant challenge.

Parameter Estimator, our IFRS 9 module on NtCloud platform, estimates necessary parameters for ECL model components (e.g., lifetime probability of default term structure). The module incorporates ready-to-use, parallel and comparable modelling frameworks to provide comprehensive insights of model risk.

Credit Cycle
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