ifrs9-scenarios
OfficialIFRS 9 scenario planning for ECL
Authorpanaversity
Version1.0.0
Installs0
System Documentation
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.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: ifrs9-scenarios Download link: https://github.com/panaversity/agentfactory-business-plugins/archive/main.zip#ifrs9-scenarios Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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