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ifrs9-scenarios

Build IFRS 9 macroeconomic scenarios with weights and PIT PD adjustments.

28|19|Updated Mar 5, 2026
Search Tags:#governance#credit-risk#scenario-analysis#macroeconomics#pd#ifrs9#ecl
One-click install
npx skills add https://github.com/panaversity/agentfactory-business-plugins --skill ifrs9-scenarios
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: ifrs9-scenarios
Source: https://github.com/panaversity/agentfactory-business-plugins/tree/main/banking/skills/ifrs9-scenarios
Command: npx skills add https://github.com/panaversity/agentfactory-business-plugins --skill ifrs9-scenarios

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

IFRS 9 requires forward-looking information and well-justified scenario analysis to calculate expected credit losses. This Skill provides a structured framework to model macroeconomic scenarios and translate them into PIT PD adjustments in a governance-ready format.

Core Features & Use Cases

  • Scenario framework: minimum four scenarios (Upside, Base, Adverse, Severe) with defined weights and macro inputs.
  • Input and governance: documents the forward-looking variables, calibration guidance, and reporting templates for governance committees.
  • Use case: Bank risk teams can produce scenario-based ECL projections for IFRS 9 disclosures and capital planning.

Quick Start

Generate a four-scenario IFRS 9 projection with base, upside, adverse, and severe, including weights, PIT PD translation, and a governance-ready report.

Frequently Asked Questions about ifrs9-scenarios

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I build macroeconomic scenarios for IFRS 9 ECL calculations?▼

To build IFRS 9 ECL scenarios, you define a framework with a minimum of four scenarios (Upside, Base, Adverse, Severe), assign specific weights, and document macroeconomic inputs for governance traceability.

What is the best way to translate macroeconomic scenarios into PIT PD adjustments?▼

Translating macroeconomic scenarios into PIT PD adjustments requires a structured method that maps forward-looking macro inputs to probability of default shifts, ensuring explicit horizon modeling for ECL calculations across asset classes.

How do I document forward-looking information for IFRS 9 governance committees?▼

Documenting forward-looking information for IFRS 9 governance involves recording macroeconomic variables, calibration guidance, and PIT PD adjustments in structured reporting templates to ensure governance-level traceability.

Can I use this scenario analysis framework for capital planning across different asset classes?▼

Yes, the scenario analysis framework supports capital planning across asset classes by providing four-scenario ECL projections that translate macroeconomic inputs into PIT PD adjustments for governance-ready reporting.

Does IFRS 9 scenario planning require a minimum number of macroeconomic scenarios?▼

IFRS 9 scenario planning requires a minimum of four scenarios: Upside, Base, Adverse, and Severe, each with defined weights and macroeconomic inputs to support forward-looking ECL calculations.

Why do I need explicit horizon modeling for expected credit loss calculations?▼

Explicit horizon modeling is needed for ECL calculations to structure the timeframe of forward-looking macroeconomic inputs and PIT PD adjustments, ensuring scenario projections align with IFRS 9 governance and disclosure requirements.

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