IFRS 9 Modelling

IFRS 9 Consulting Services

We are a global consulting firm specializing in providing niche consulting services with respect to IFRS 9. IFRS 9 introduces new requirements that affect entities across all industry sectors firm with core focus on regulatory and industry compliances in the financial sector. We are based out of Dubai, UAE and work with various governments, semi-governments and private sector companies.

Our Services

We have a dedicated team of experts to provide consultancy in relation to IFRS 9 who diligently aid in performing a detailed impact assessment of the adoption of IFRS 9.We provide assistance with the quantification of adjustments at the date of initial application and reporting date relating to both classification and measurement (C&M) and expected credit losses (ECL). Our team actively provides assistance in complying with the new hedge requirements and performing hedge effectiveness testing.

  • IFRS 9 Impact Assessments and Analysis.
  • Portfolio segmentation and Data Analytics.
  • Regressive Analytics.
  • Predictive Analytics.
  • Data Modeling, Model Specification and Model Testing.
  • Developing macro-economic variable selection and macro-economic scenario models using factor analysis and descriptive statistics.
  • Parametric Point in time Probability of Default and Loss Given Default modeling.
  • Expected Credit Loss estimation as per IFRS 9.
  • Implementation of IFRS 9 models and training.
  • Developing Scenario and Stress Testing models for movements in macro-economic variables.
  • Back-testing and Model Validation for conceptual soundness, mathematical integrity, output comprehensiveness and documentation.
  • Implementation of IFRS 9 models and training.

We have strong credentials in IFRS Advisory and IFRS Compliance. We have worked with large financial institutions and Insurance Companies in the Middle East.