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    Probablility-Weighted Outcomes Under A Macroeconomic Approach

    August 2016

    Learn how to develop a framework that addresses the forward-looking and probability-weighted aspects of IFRS 9 impairment calculation using macroeconomic forecasts and scenarios.

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    Complying with IFRS 9 Impairment Calculations for Retail Portfolios

    Gain insight in to how to address IFRS 9 challenges by incorporating forward-looking information into impairment models for consumer lending portfolios.

    August 2016 WebPage Barnaby Black
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    Probability-Weighted Outcomes Under IFRS 9: A Macroeconomic Approach

    In this article, we discuss development of a framework that addresses the forward-looking and probability-weighted aspects of IFRS 9 impairment calculation using macroeconomic forecasts. In it, we address questions around the practical use of alternative scenarios and their probabilities.

    June 2016 WebPage Barnaby Black, Glenn LevineDr. Juan M. Licari
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    Complying with IFRS 9 Impairment Calculations for Retail Portfolios

    This article discusses how to address the specific challenges that IFRS 9 poses for retail portfolios, including incorporating forward-looking information into impairment models, recognizing significant increases in credit risks, and determining the length of an instrument's lifetime.

    June 2016 WebPage Barnaby Black, Dr. Shirish Chinchalkar, Dr. Juan M. Licari
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    Moody's CreditCycle - Reverse Stress Testing Capabilities

    Download this article to understand how Moody's CreditCycle can be used to carry out macroeconomic stress testing.

    November 2012 Pdf Barnaby Black, Dr. José Suárez-Lledó
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