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Case Study: IFRS9 Modelling

MIAC have been working with Dilosk to deliver an IFRS9 framework within Vision™, the Assets and Liability Management application within the wider MIAC Analytics™ software suite.  This engagement includes the capability to run IFRS9 expected credit losses within the software, with the ability to cofigure scenarios and assumptions, as well as the fact that MIAC built the underlying PD model and continue to provide ongoing model validation services to supplement the software solution. In addition to Vision™, Dilosk have licensed DataRaptor® to process their raw mortgage data, normalise it and output it to Vision™ for IFRS9 calculations.

Please read the following case study to find out more:

MIAC Analytics IFRS9 Case Study

This document should not be deemed as a blueprint for all MIAC’s work, but purely an example of a project delivery that was fit for purpose for the project scope and the size and regulatory framework of the organisation in question.

MIAC pride themselves on adapting to unique client requirements and would tailor any engagement according to those needs, rather than seeking to fit needs into a rigid process.

Please get in touch here to discuss your needs.

Joe Macklin

About Joe Macklin

As Director of Risk and Analytics at MIAC Acadametrics Ltd I am required to call upon all my 14+ years experience as a risk professional in the financial services industry. My deep and varied knowledge gained through my exposure to the end-to-end risk management framework, and the completion of relevant qualifications, enables me to add value to our diverse clientele and the varied markets they operate within.