The IFRS 9 Solely for Payment of Principal and Interest (SPPI) requirements present a significant challenge for organizations as they require data-intensive review of investment and loan portfolios to determine how securities should be treated. Moody’s Analytics partners with Thomson Reuters to offer a classification solution for conducting the SPPI tests.
The webinar will review and demonstrate:
- The SPPI methodology applied for corporate, government, and structured securities
- The qualitative criteria to determine the SPPI result and the impact of the quantitative test
- Benchmark test: when and how it is applied
Join Domitille de Coincy of Moody’s Analytics and David Berbner of Thomson Reuters to understand our complete and automated SPPI solutions to address IFRS9 compliance.
Domitille de Coincy, Associate Director, Regulatory & Risk, Moody's Analytics
David Berbner, Head of Markets & Regulation, Thomson Reuters