PD 1.94%LGD 38.6%EAD / EIRECL 4.82%
Risk Management, Automated

Empowering Risk Management with Automation & Intelligence

Probmatrix specializes in risk management process automation and Advisory — enhancing operational efficiency and ensuring compliance for banks, MFIs, DFIs, NBFCs, insurers, and advisors.

20+

Clients Served

5+

Partners

200+

Professionals Using CredX

Trusted Implementation Partners

Working alongside leading advisory and implementation partners to deliver enterprise-grade IFRS 9 solutions.

IFRS 9 Specialist

Supporting BDO engagements with expert guidance across ECL modelling, methodology reviews, validation, implementation, reporting, audit support and regulatory readiness.

Strategic IFRS 9 Implementation Partner

SDVM deploys the Probmatrix IFRS 9 Add-In across South African public sector engagements, supported by our specialist advisory expertise whenever required—from implementation and methodology guidance to ECL reporting and governance.

Risk management professionals reviewing figures together in an office
About Us

Best Risk Management Company & Consulting Firm

ProbMatrix delivers technology-driven risk management solutions for enhanced operational efficiency and compliance in financial risk management processes. We combine deep risk-modeling expertise with practical automation — so financial institutions can move from manual, resource-intensive processes to fast, audit-ready, Automated workflows.

  • Audit-ready workflows
  • Faster Reporting Cycles
  • Runs fully on-premise
Learn More About Us
What We Offer

Services built for risk teams

Explore our risk management solutions, automation tools, and consulting services tailored for your business.

IFRS 9 Excel Add-In

Excel-native IFRS 9 and Credit Risk management Add-In for fast, audit-ready Expected Credit Loss.

Risk Modeling Solutions

Ready-made risk modeling solutions to enhance compliance and operational efficiency for your organization.

Expected Credit Loss & Compliance

Expert guidance on expected credit loss calculations and regulatory compliance for financial institutions.

Risk Automation Services

Our automation services transform the way financial risk is managed, minimizing manual input and maximizing accuracy.

Model Validation & Stress Testing

Our model validation and stress testing services help ensure your risk models are reliable, compliant, and ready for real-world challenges.

Risk Management Consulting

Reach out for custom risk management and consulting services tailored to your business.

Finance professional working through calculations on a laptop
Why Choose Us

Built for how risk teams actually work

Every part of the ProbMatrix Add-In is designed around one goal: getting you to an audit-ready number faster, without adding new tools or new risk.

Runs fully on-premise

Runs entirely within your internal system, with no internet connection required — keeping your sensitive financial data safe and compliant.

Works inside Excel

A user-friendly, form-based interface inside the environment your finance team already trusts. Just select your data, click, and get results instantly.

No external consultants needed

Perform complete IFRS 9 Expected Credit Loss computations seamlessly, without the need for costly external consultants.

Full model coverage

Automates complex IFRS 9 models — PD, LGD, Macroeconomic Scenarios, EAD, ECL — directly, saving significant time compared to manual processes.

Backed by risk practitioners

Built by people who have implemented IFRS 9 themselves — giving you a practical way to review, challenge, and validate assumptions.

Industries We Serve

Faster IFRS 9 and credit risk, wherever you sit in financial services

Built for banks, MFIs, DFI, NBFCs, insurers, and advisors — with a workflow that fits each portfolio's scale and reporting cycle.

Commercial Banks

Faster, audit-ready closes for IFRS 9 Expected Credit Loss, credit risk, and regulatory reporting workflows.

Microfinance Institutions (MFIs)

Structured ECL modeling and compliance support built to fit MFI portfolios and reporting cycles.

Development Finance Institutions (DFIs)

Risk modeling and disclosure tools that scale with complex, multi-currency, multi-market portfolios.

NBFCs

Automation that reduces reliance on manual spreadsheets while keeping full control of sensitive data on-premise.

Insurers

Expected credit loss and risk model validation support tailored to insurance-sector exposures.

Advisors & Consultants

A practical way to review and challenge ECL numbers, run alternative scenarios, and validate client assumptions inside Excel.

By The Numbers

How Probmatrix Simplifies Your IFRS 9 Workload

4

Critical IFRS 9 challenges covered

From framework enhancement and first-time implementation to quarterly reporting and process automation.

18

Specialist support capabilities

Assessment, modelling, recalibration, validation, reporting, governance and quality assurance—all in one offering.

12

Business outcomes targeted

More stable ECL, risk-sensitive provisioning, audit readiness, faster reporting and greater financial confidence.

5

Implementation workstreams

Policy review, ECL model development, forward-looking adjustments, governance documentation and end-to-end delivery.

4×

Quarterly reporting support

ECL calculations, management reporting packs, audit documentation and independent QA for each reporting cycle.

1

End-to-end IFRS 9 partner

From initial gap assessment through implementation, validation, reporting and ongoing governance.

5

Framework enhancement services

Gap assessment, framework review, model recalibration, independent validation and governance enhancement.

4

Automation and control capabilities

An enterprise solution with an Excel-based interface, automated calculations, reporting and governance controls.

Risk and finance professionals reviewing IFRS 9 numbers together
What Risk Teams Say

Discover what our clients think about IFRS 9 Add-In

"Even with years of experience in risk management, I found IFRS 9 implementation to be resource-intensive. The ProbMatrix IFRS 9 Add-In gives me a practical way to review and challenge ECL numbers, run alternative scenarios, and validate assumptions all inside Excel."

— Risk Management Professional

"The ProbMatrix IFRS 9 Excel Add-In has made my day-to-day work much easier. I can now run PD, LGD, EAD, and ECL calculations in a structured way directly in Excel, without rebuilding complex models from scratch each time."

— Finance Team Lead

FAQ

Frequently asked questions

Answers to what teams most often ask before rolling out the IFRS 9 Add-In.

An internet connection is not required for the day-to-day use of the IFRS 9 Add-In. The Add-In operates entirely within your internal system, helping keep sensitive financial data secure and compliant. However, occasional internet access may be required to verify license integrity.
Yes. The Probmatrix IFRS 9 Add-In is designed as a flexible, globally applicable solution that supports IFRS 9 requirements and can be configured to accommodate relevant local regulatory guidelines and reporting practices.
No. While the user interface is integrated with Microsoft Excel for ease of use, the underlying ECL engine and all component estimations are powered by enterprise-grade DLL-based systems.
It automates the complex IFRS 9 models directly in Excel — Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), macroeconomic scenarios, Forward Looking estimations and Expected Credit Loss (ECL) — saving significant time compared to manual processes.
Banks, MFIs, DFIs, NBFCs, insurers, and advisors looking for faster, audit-ready IFRS 9 and credit risk management.
Yes. We offer two partnership options: Reseller and Referral Programs. Partners can earn revenue and generate recurring service opportunities by helping banks, microfinance institutions, credit unions, and leasing companies achieve compliance with confidence through our Partnership Program.
The Add-In supports a comprehensive range of IFRS 9 calculations and methodologies, including: • Through-the-Cycle and Point-in-Time PD estimation • PD calibration • Macroeconomic modelling and scenario analysis • LGD, recovery-period and cure-rate analysis • Point-in-Time LGD estimation • EAD, Credit Conversion Factor calculations and Expected Life • Effective Interest Rate calculations • Stage allocation and SICR assessment • Expected Credit Loss calculations • Model validation tools and calculation logs Available methodologies may vary depending on the selected product package and implementation requirements.
Yes. Users can apply institution-specific portfolio data, model assumptions, segmentation rules, economic scenarios, and management inputs. This allows teams to test alternative assumptions, compare results, and assess their impact on ECL.
Yes. Probmatrix offers the CredX Add-In, a specialized calibration and validation solution designed for consultants, finance teams, model validation teams, and risk professionals. The CredX Add-In includes: • Through-the-Cycle PD and LGD validation tests • Point-in-Time PD and LGD validation tests • PD calibration tools • Macroeconomic variable selection and validation
Yes — we offer certification in IFRS 9 Add-In implementation, covering the technology that powers IFRS 9 reporting.
No cloud upload is required to perform calculations. Portfolio data, assumptions, models, and calculation results are processed within your organization's internal environment, helping you maintain control over sensitive financial information.
Contact Us
ProbMatrix support representative assisting a client

Ready to automate your risk management?

Reach out for custom risk management and consulting services — or request a demo of the IFRS 9 Excel Add-In.