Macro Economic Indicator Delinquency Information Contractual Cash Flow, Prepayments, Rollovers Etc

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Macro economic

indicator

Contractual cash
flow, Delinquency
prepayments, Information
rollovers etc.

IFRS 9
DATA
REQUIREMENT Product
Ratings Data Characteristics

Borrower spesific Risk parameters


information (PD, LGD, EAD)
Non-performing
30% loan
Financial
Guarantee
Undrawn Facility
Underperforming
Loan
Performing Loan

IAS 39 IFRS 9

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