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Essential IFRS 9 Impairment Solutions.

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.

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 IFRS 9 solutions 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.

Case Study: Complying with IFRS 9

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  • Evaluate Probability of Default
  • Calculate Loss-Given Default
  • Evaluate Expected Credit Losses
  • Technology & Delivery
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Identify and manage potential default risks.

We use credit ratings in the first step of our IFRS 9 methodology for estimating expected credit losses (ECLs).

We associate a long-term average default rate term structure (often labeled through-the-cycle) to each rating based on historical default data contained in our CreditPro product offering. This captures default data from over 40 years of credit ratings information from S&P Global Ratings.

Learn more about CreditPro

Refine the assessment of your potential exposure to defaults.

S&P Global Market Intelligence LGD Scorecards are used to estimate LGD term structures. These Scorecards are judgement-driven and identify the PiT estimates of loss. The Scorecards are back-tested to evaluate their predictive power on over 2,000 defaulted bonds.

Learn more about LGD Scorecards

Evaluate Expected Credit Losses

Expected credit losses is then estimated for each investment. The final calculation brings together the point-in-time probability of default, PiT loss-given default, exposure at default, and effective interest rate (EIR) to estimate the present value of cash shortfalls (i.e., ECL).

LEARN MORE ABOUT OUR IFRS 9 TOOL

Technology & Delivery

All solutions are offered in Microsoft Excel® to facilitate an easy implementation into your internal capabilities. Should you require a software solution, we also provide end-to-end computational and reporting engines, which can help streamline the calculation and reporting processes for the entire IFRS 9 standard.

Learn more about our IFRS 9 tool for insurance.

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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.

Learn More About Credit Analytics

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.

Learn More About Credit Analytics

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.

Learn More About Credit Analytics

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.

Learn More About Credit Analytics

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 our IFRS 9 Solutions brochure for Corporations

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Access essential IFRS 9 Insights




IFRS 9 for Insurers: Implementing a Robust, Efficient and Transparent Methodology

Gain a practical demonstration to produce the new ECL calculations as required by IFRS 9, to avoid the black box effect.

Watch On-Demand ›

Time is running out for insurers: Moving from theory to practice for IFRS 9

We address some of the key issues surrounding the effective implementation of IFRS 9, with a particular focus on impairment calculations.

Watch On-Demand ›

IFRS 9 Blog Series

Read our three part blog series to help insurance companies tackle the changes to meet IFRS 9 credit impairment requirements.

Part 1 ›
Part 2 ›
Part 3 ›
IFRS 9 and COVID-19 ›

Experience our essential IFRS 9 solutions.

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Case Study