What quantitative tables can I generate with this skill?

You can generate stage distribution, migration, credit quality, collateral LTV distribution, and geographic/industry concentration risk tables.

Does this skill perform ECL calculations?

No, this skill is specifically for disclosure reporting. For calculation methodologies, you should use the ifrs9-ecl skill.

Does it support US GAAP or CECL requirements?

No, this skill is strictly tailored for IFRS standards, specifically IFRS 7 and IFRS 9 disclosure requirements for credit risk.

Does it include mandatory sensitivity analysis?

Yes, it provides templates and formats for IFRS 7.35G requirements, covering ECL impact across various macroeconomic scenarios and weightings.

IFRS 9 Disclosure Assistant

Name: IFRS 9 Disclosure Assistant
Author: panaversity

bypanaversity

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분석 및 모니터링

Automates the drafting and structuring of IFRS 7 compliant financial disclosure notes and Expected Credit Loss (ECL) tables for banking annual reports.

This skill streamlines the complex process of creating IFRS 7 financial instrument disclosures by providing standardized templates and expert guidance for credit risk reporting. It facilitates the generation of critical quantitative tables—including stage distribution, migration, and credit quality—while ensuring qualitative narratives meet regulatory standards for SICR methodology and default definitions. Designed for the banking sector, it helps ensure accuracy and audit-readiness by enforcing mandatory sensitivity analyses (IFRS 7.35G) and year-on-year comparative requirements, reducing the risk of regulatory findings or qualified audit opinions.

주요 기능

01Enforces banking-specific disclosure standards and audit best practices

0211 GitHub stars

03Facilitates mandatory sensitivity analysis for macroeconomic scenarios (IFRS 7.35G)

04Provides structured qualitative narratives for SICR methodology and write-off policies

05Automates quantitative tables for stage distribution, migration, and credit quality

06Generates comprehensive IFRS 7 disclosure templates for Expected Credit Loss (ECL)

사용 사례

01Automating the creation of Loan-to-Value (LTV) distribution and concentration risk tables

02Drafting the credit risk note for a bank's annual or interim financial report

03Standardizing the reporting of post-model adjustments (PMA) across credit portfolios

주요 기능

01Enforces banking-specific disclosure standards and audit best practices

0211 GitHub stars

03Facilitates mandatory sensitivity analysis for macroeconomic scenarios (IFRS 7.35G)

04Provides structured qualitative narratives for SICR methodology and write-off policies

05Automates quantitative tables for stage distribution, migration, and credit quality

06Generates comprehensive IFRS 7 disclosure templates for Expected Credit Loss (ECL)

사용 사례

01Automating the creation of Loan-to-Value (LTV) distribution and concentration risk tables

02Drafting the credit risk note for a bank's annual or interim financial report

03Standardizing the reporting of post-model adjustments (PMA) across credit portfolios