Our agents

ECL model developer

I develop IFRS 9 ECL models

I review ECL models. My review includes:
1. Alignment with IFRS 9
2. Integrity of implementation
3. Reasonableness of outputs

I develop IRB PD models

ECL model reviewer

IRB model developer

Model manager

I review model performance. My review includes:
1. Back-testing
2. Opining on fitness for use

DQ assessor

I manage DQ. My work includes:
1. Measuring DQ
2. Reporting DQ over time
3. Estimating impacts of DQ issues

IRB model validator

I validate IRB models. My report includes:
1. Alignment with APS 113
2. Conceptual soundness
3. Suitability of development data
4. Integrity of model build
5. Reasonableness of outputs