IFRS 9 - Probability of Default and Expected Credit losses

[ksmith049]

Hi All

I wanted to find out if Alteryx has the capability of calculating probabilities of default and loss given default for the purpose of an IFRS 9 expected credit loss?

If it is possible and someone has a workflow which shows this, I would really appreciate someone share a snapshot of the workflow so that I can use it as a motivation to get an Alteryx license.

Thank you

[RishiK]

@ksmith049 Alteryx should certainly be considered to support IFRS9. We are able to talk through use cases and workflows, however it will be better if this is done via a call / meeting. Are you working with any Alteryx representatives right now? 

[TheOC]

hey @ksmith049 ,
as @RishiK said, i would suggest speaking to an Alteryx Representative about your specific use-case. However, you may want to have a look at the Assisted Modeling for a flavour:
https://www.youtube.com/watch?v=k0K6hrWpVGs 

It makes Machine Learning a 5 step, few click process.

Hope this helps!
TheOC

[sacchinkpmg]

Hi Rishi
Can we have a call to understand the ECL modeling support in ALteryx