IFRS 9

Consultancy solutions

How we help

Capital Economics provides UK lenders with independent, forward-looking macroeconomic scenarios to support IFRS 9 Expected Credit Loss modelling and broader strategic decision-making. Combining our award-winning forecasts, structural economic modelling, and expert judgement, we deliver baseline, upside and downside scenarios with evidence-based probabilities that meet regulatory standards and are fully audit-ready.

Updated quarterly - or in real time during periods of volatility - our scenarios help institutions reduce provisioning volatility, strengthen risk management, and support stress testing, capital planning and lending strategy.

Choose from standard or enhanced service packages, with the option to integrate our wider macroeconomic, market and property insights.

Navigating the complexities of IFRS 9 demands more than compliance - it requires a modelling framework that is robust, auditable, and fit for the specific risk profile of your institution.

Our IFRS 9 methodology has been developed by specialist credit risk practitioners with deep experience across banking, structured finance, and trade credit. It is grounded in sound statistical principles, aligned with regulatory expectations, and designed to withstand scrutiny from auditors and supervisors alike.

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