IFRS 9 ECL & Provision Reporting System

A comprehensive Solution to implement IFRS 9 guidelines and business decision making with complete automation. Covers products, exposures, cash flow analysis, classification, customer staging, business processes like collateral, IIS allocation, limits, IFRS 9 segmentation and configuration of multiple rule-based IFRS 9 models for ECL calculation and reporting. Comprehensive data management, DQ and business validation, Advanced reporting studio, comprehensive regulatory / internal reporting. Covers calculation and reporting of provisions based on IAS 39 (Old provision guidelines).

Product Overview

  • Classification & Measurement of Financial Exposures, Cash flow analysis, amortization as well as fair value treatment
  • Impairment and Expected Loss Calculation based on historical, current and forecast data for financial exposures, drill down for calculation details with logic at deal level
  • Individual and Collective assessments based on multiple borrower, product as well as account behaviour criteria Apart from flexible regulatory reporting, the integrated reporting module can be extensively leveraged for generating user defined MIS and internal reports
  • Apart fromflexible regulatory reporting, the integrated reporting module can be extensively leveraged for generating user defined MIS and internal reports
  • Separate Module for, Calculation of Provisions as per Old Guidelines

Key Features

  • Liquidity risk management of IFRS 9 Data Load and Data Management Process – IIS, Collateral Allocation, Limits
  • Modeling at Account / Product level / Counterparty level
  • Credit Risk Mitigation, Collateral optimization as well as Collateral Valuation and Management
  • Group Consolidation and comprehensive regulatory reporting in Arabic as well as English with drill down capabilities
  • Model Management covering development, deployment, hosting and validation of PD, LGD & EAD models across portfolios and methodology.
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We at AVATI seek to become the Partner of choice for the banking and financial services industry in their constantly evolving journey of implementing best practices in Risk Management.

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Avati Consulting Solutions (P) Ltd.
H/335, Kanakia Zillion, LBS Marg,
CST Road Junction, Kurla West,
Bandra Kurla Complex (BKC),
Mumbai - 400070, Maharashtra, India

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