I will do credit risk modelling pd with ifrs 9 provisioning

I will build robust IFRS 9 credit risk models, including PD (Probability of Default) modelling and ECL (Expected Credit Loss) provisioning, tailored to your portfolio.

Whether you're a bank, NBFI, fintech, or auditor needing a defensible, regulation-compliant credit risk model, I deliver end-to-end modelling from data preparation to final validated outputs.

What's included in this offering:

PD Modelling

• Logistic regression / scorecard-based PD models
• Through-the-cycle (TTC) and Point-in-Time (PIT) PD estimation
• Segmentation by product, geography, or risk grade

IFRS 9 Staging & SICR

• Stage 1 / Stage 2 / Stage 3 classification
• Significant Increase in Credit Risk (SICR) trigger logic
• 12-month vs lifetime ECL determination

ECL / Provisioning Calculation

• PD × LGD × EAD framework
• Forward-looking macroeconomic overlays
• Multiple scenario weighting (base, upside, downside)

Model Validation & Evaluation

• Discriminatory power testing (Gini, KS, AUC)
• Backtesting and calibration checks
• Sensitivity and stress testing (higher tiers)

Visualization of Results

• Excel/PowerBI/Python-based visual outputs (based on your preference)

Documentation & Reporting

• Methodology write-up suitable for auditors.