Macro-economic model selection for Point-in-Time forecasting under IFRS-9

Read Article A brief summary An introduction to IFRS-9 In today’s rapidly evolving financial landscape, effective risk management is more crucial than ever. With the implementation of the International Financial Reporting Standard 9 (IFRS 9), financial firms such as banks are required to move from a static, historical view of default risk—Through-the-Cycle (TtC) Probability of Default […]