IFRS 9 Expected Loss: A Model Proposal for Estimating the Probability of Default for non-rated companies

Under the IFRS 9 impairment model, entities must estimate the PD (Probability of Default) for all financial assets (and other elements) not measured at fair value through profit or loss. There are several methodologies for estimating this PD from market or historical information. However, in some ca...

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Detalles Bibliográficos
Autores: Delgado-Vaquero, David, Morales-Díaz, José, Zamora-Ramírez, Constancio
Tipo de recurso: artículo
Fecha de publicación:2020
País:España
Institución:Universidad de Murcia
Repositorio:DIGITUM. Depósito Digital Institucional de la Universidad de Murcia
OAI Identifier:oai:digitum.um.es:10201/94542
Acceso en línea:https://doi.org/10.6018/rcsar.370951
http://hdl.handle.net/10201/94542
Access Level:acceso abierto
Palabra clave:IFRS 9
Impairment of Financial Assets
Probability of Default
Credit rating
Deterioro de Activos Financieros
Probabilidad de Quiebra
Rating Crediticio
CDU::6 - Ciencias aplicadas::65 - Gestión y organización. Administración y dirección de empresas. Publicidad. Relaciones públicas. Medios de comunicación de masas
Descripción
Sumario:Under the IFRS 9 impairment model, entities must estimate the PD (Probability of Default) for all financial assets (and other elements) not measured at fair value through profit or loss. There are several methodologies for estimating this PD from market or historical information. However, in some cases entities do not possess market or historical information concerning a counterparty. For such cases, we propose a model called Financial Ratios Scoring (FRS), by means of which an entity can obtain a shadow rating for a counterparty as a first step in estimating the PD. The model differentiates from other recent models in several aspects, such as the size of the database and the fact that it is focused on non-rated companies, for example. It is based on scoring the counterparty according to its key financial ratios. The score will place the counterparty on a percentile within a previously constructed sector distribution using companies with a credit rating published by rating agencies or financial vendors. We have tested the model reliability by calculating the internal credit rating of several companies (which have an official/quoted credit rating), and by comparing the rating obtained with the official one, and obtained positive results