CREDIT RISK · MODELS, PORTFOLIOS & IFRS 9Explore. Calculate. Understand.

34 interactive concepts · synthetic portfolios · IFRS 9, Basel and PRA references.
THE BIG PICTURE

Here’s what’s happening

Explore the idea

TRY THIS

FOLLOW THE NUMBERS

Calculation walkthrough

THE IDEA, SIMPLY

WHAT THIS EXAMPLE ASSUMES

The dataset contains 720 invented records and a deliberately leaky variable for teaching. It contains no real customer information.

CHECK THE SOURCE

Educational models and synthetic data. References distinguish accounting principles, supervisory guidance and user-selected assumptions. IFRS standard text may require an IFRS account. Specialist topics and exclusions are identified in each scope note.