IFRS 9 Add-in

Probmatrix IFRS 9 Excel Add-In empowers financial institutions to strengthen compliance and risk management directly within Microsoft Excel. It integrates advanced IFRS 9 risk modeling and automation into a trusted environment, enabling precise ECL calculations with full transparency. By streamlining complex processes and ensuring compliance, the Add-In enhances efficiency while keeping you in full control of your data.

Professional

Customized

Essential IFRS 9 Modeling methodologies for individual professionals.

$299

/Year /License

Includes:

• 5 days trial

• 1 PD methodology, 1 Calibration methodology

• TTC LGD estimation methodology

• EAD and ECL estimation for single entry

• Methodology documentation

Benefits:

• End-to-End ECL Calculation : Perform complete IFRS 9 Expected Credit Loss computations seamlessly, without the need for costly external consultants.

• Simple & Intuitive : A user-friendly, form-based interface makes it easy: just select your data, click, and get results instantly.

• Secure & Independent : Runs entirely within your internal system, with no internet connection required, keeping your sensitive financial data safe and compliant.

• Fast & Efficient : Automates complex IFRS 9 models (PD, LGD, Macroeconomic Scenarios, EAD, ECL) directly in Excel, saving significant time compared to manual processes.

• Scenario Analysis : Easily run multiple macroeconomic scenarios (baseline, upside, downside) to assess forward-looking credit risk parameters such as PD, LGD, and ECL.

• Customizable & Flexible : Tailor formulas and assumptions to match your institution’s specific risk profiles, asset classes, and business needs.

• Cost-Effective Compliance : Avoid the high costs of large enterprise risk systems while still meeting IFRS 9 requirements.

• Easy Adoption : Built in Excel, making it familiar and easy for finance and risk teams to adopt with minimal training.

Enterprise

Comprehensive IFRS 9 Modeling capabilities integrated seamlessly into Excel, delivering advanced features and enhanced functionality for organizations and teams.

• 14 days trial

• Full suite of PD, LGD, and EAD methodologies (Point-in-Time & Through-the-Cycle)

• Industry best practice Calibration methodologies

• Macro-economic Modeling

• CCF, EIR & Extended contractual period estimation

• Single & Bulk EAD and ECL estimation for multiple entries

• Validation methodologies

• Model logs for tracking model performance and changes

• Comprehensive methodology documentation

• Comprehensive User manual and videos

• 1 year Consultation & Audit Support

Tailored IFRS 9 Modeling add-in designed to fit your specific business needs and integration requirements.

• 14 days trial

• Fully customized PD, LGD, and EAD methodologies based on your data and requirements

• Integration with your internal systems and data pipelines

• Model logs for tracking model performance and changes

• Comprehensive methodology documentation

• Comprehensive User manual and videos

• 1 year Consultation & Audit Support

Includes:

Includes: