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Essential solutions for IFRS 9 Impairment.

Get peace of mind when estimating expected credit losses, with access to default and ratings migration data, statistical models, and scorecards that assess probability of default, loss given default, and macro-economic considerations.

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Worried about IFRS 9? Get what you need to act with confidence.

An incomplete approach to new accounting standards could negatively impact your P&L and expose you the risk of lengthy discussions with auditors. Bridge the transition with S&P Global Market Intelligence, offering a suite of products to help you comply with IFRS 9 credit impairment requirements.

Get peace of mind for IFRS 9 when estimating expected credit losses:

We're committed to in-person workshops to help successful adoption of scorecards.

  • Employing Industry Best Practices
  • Evaluate probability of default
  • Calculate loss given default
  • Unrivaled Data
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We employ industry best practices, so you can have confidence in a perspective you trust.

Leverage established methodologies for Advanced Internal Ratings Based approach (AIRB) for regulatory capital calculation.

Ensure consistency between regulatory capital calculation and provisioning with forward-looking probability of default (PD) and loss given default (LGD) assessments—available for 60+ sector-specific credit risk and LGD scorecards, including: 35+ Corporate sectors, Financial Institutions, Public Finance, Project Finance, Asset Finance, Real Estate, and SMEs.

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Identify and manage potential default risks.

One assessment generated by the credit risk scorecard is associated with a 12-month PD or lifetime PD, depending on requirement, as well as a Basel-compliant PD.

Basel-compliant PDs can be adjusted using a scorecard overlay, accounting for user defined scenarios based on the following factors:

  • Global GDP Growth (%)
  • Global Change in Unemployment (%)
  • Change in the S&P 500 (%)
  • Change in Energy Index (%)
  • Change in Non-Energy Index (%)
  • Change in proportion of downgrades (%)
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Refine the assessment of your potential exposure to defaults.

Employ our Basel Compliant LGD scorecard, a robust framework used by many kinds of credit sensitive institutions.

Select among three possible macroeconomic scenarios—“positive,” “neutral,” or “negative”—to align to your current environment.

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Expand your scope, recalibrate, or supplement your own internal models.

Derive adjustments for 12-month and lifetime PDs based on S&P Global Ratings’ default and ratings migration data for 15,000 companies, 175,000 securities, 250,000 structured finance issues, and 175+ sovereign ratings across the globe.

Evaluate future default and ratings migration scenarios, adjust internal model calibrations, stress test assumptions, and benchmark internal performance—plus bridge gaps in internal ratings data.

Support selection of factors considered when determining changes in credit risk with access to 20+ years of historic credit ratings from S&P Global Ratings across all S&P Global Ratings sectors, including 9,000+ global issuers, 600 government entities, 15,000 structured finance deals, and 850,000 securities.

Build a competitive edge with data covering 99% of the world’s total market capitalization.

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Download the IFRS 9 brochure for Banks.

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  • Fundamental Risk
  • Credit Scoring
  • Macro-Economic Factors
  • Recovery
  • Customization
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An innovative and scalable approach to assessing potential default.

Gain a fundamental based view of credit risk for corporations and banks globally without revenue size limit with our PD Model Fundamentals. We calculate probability of default and pre-score 648,000+ companies. Also, you can input your own proprietary company financials for analysis purposes.

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Helps you evaluate the long-term credit strength.

Access credit scores that are designed to broadly align with credit ratings from S&P Global Ratings, for mid- and large-cap financial institutions and corporations. With our CreditModel™ we pre-score 54,000+ companies and offer you the flexibility to input your own company financials for analysis.

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A perspective on the global economy.

PDs can be adjusted using our macroeconomic model, a quantitative credit transitions model that accounts for user-defined future macroeconomic scenarios. This overlay is segmented by region and industry, and allows for adjustments based on credit cycles and market views.

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Built upon world-class default and recover data.

Apply the LossStats™ model, a loss distribution model calibrated on 15+ years of recovery data, to generate Expected Loss and LGD for loans and bonds. Collateral type, debt structure, macroeconomic factors, industry factors, and solvency regime are all accounted for.

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Fully adaptable to suit your needs.

Whether you need to adjust inputs for your macroeconomic scenarios, apply probability weights to estimate expected values, or calculate expected credit loss (ECL)—our models can be easily implemented into your current systems through web and Excel-based solutions, alongside bulk feed and API channels.

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Download the IFRS 9 brochure for Corporations.

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Read what our thought leaders have to say about IFRS 9.

Frequently updated blogs, whitepapers, and webinars—listen to what S&P Global Market Intelligence’s thought leaders have to say about IFRS 9 impairment and join a perspective you can trust.

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Experience our essential solutions for IFRS 9.

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