IFRS 9 Expected Credit Loss Application

IFRS 9 Web Application written in py-Shiny.

The App consists of four models that combine to compute the Expected Credit Loss. These are:

• Probability of Default (PD),
• Exposure at Default (EAD),
• Loss Given Default (LGD) and
• Forward-Looking Information (FLI).

PD Model:

TBC

LGD Model:

TBC

EAD Model:

TBC