IFRS 9 Implementation & Impact Assessments

Client Benefits & Main Results

This experience is very representative of our core business: building of risk or financial models. In the present, strategic and long-term mission, the objective was to adapt the former models to IRFS9 requirements and to define a methodology for standard models.

  • Context: A 6-month mission within the risk model team (including 2 people full-time)
  • Client: A Car company bank

Our approach

As part of a strategic program of moving to the IFRS9 accounting standards for the calculation of provisions for the group, CH&Co has been selected notably for:

  • Build the IFRS9 credit risk models (DP, ELBLE, EAD, CCF) for all the entities (22 countries)
  • Document all the models
  • Adapt/correct/clean source data
  • Suggest methodological solutions for not IRBA approved portfolios
  • Suggest solutions for the forward looking approach
  • Simulate impacts of IFRS9 provisions in terms of amount and coverage rates for portfolios and buckets
  • Study sensitivity of models to risk parameters movements

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JOINING FORCES TO SHAPE A BOLDER FUTURE FOR OUR CLIENTS

After 13 years of a wonderful journey, alongside talented colleagues and valued clients, it is time for Chappuis Halder & Co. to begin a new adventure as Capgemini Invent.

 

As thinkers and doers, we have supported clients around the world and have consistently invested in expertise to provide thought leadership and deliver impactful projects related to Finance, Risk and Compliance ESG, Business development and Organization transformation, Data, Tech, and Cybersecurity.

 

Joining forces with Capgemini Invent presents an extraordinary opportunity to accelerate and go above and beyond as a global team to “Seize the full potential of financial services”.

Our journey continues as