ECL IFRS 9 Expected Credit Loss

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ECL IFRS 9

Expected Credit Loss

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SA

Sarah Al-Rashid sarah.alrashid@bank.demo

IFRS 9 Analyst

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Macro Economic Variables

Month Year	Run Date	Combinations Tested	Combinations Passed	Active R²	Active Factors	Status	Created By	Actions

Run Regression

Run Details

Month Year

Running MEV regression also prepares Base, Best, and Worst scenario values for selected MEV factors.

Default Rate Types

NPL Rate

Delinquency Rate

Default Rate

Configuration Settings

These settings apply to this run only, unless you choose Run and Save Configuration.

Ranking Formula

Estimated combinations: 120

Delete regression run?

This job contains the currently active regression model. Deleting it will remove the active model and downstream calculations may be affected.