04 IFRS9 Modelling Framework: A basic introduction to Significant Increase in Credit Risk Criteria
Published February 7, 2021
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This video lecture describes the basics of Significant increase in credit risk(SICR). A basic indicator of SICR is a deterioration in the behavior PD since its time of origination. Staging is an important part of IFRS9 models, and the conditions of Staging involves both qualitative and quantitative analysis, considerin…
- Published
- February 7, 2021
- Made for kids
- No
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