WHAT WE DO
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IFRS 9 ECL modelling, credit risk analytics, and actuarial valuations for banks, fintech lenders, and non-bank financial institutions.
Discuss your requirementsBanks and non-bank financial institutions face increasing regulatory pressure to quantify credit risk with actuarial precision. IFRS 9 requires forward-looking expected credit loss models. Basel frameworks demand sophisticated risk measurement. And the growing fintech lending sector needs the same rigour applied to new credit products.
Lux applies actuarial modelling techniques to banking credit risk. We build ECL models, develop PD/LGD/EAD frameworks, and deliver audit-ready provisioning reports across the Middle East and Africa.
We develop and calibrate Probability of Default, Loss Given Default, and Exposure at Default models for banks and financial institutions. Our models cover retail portfolios (mortgage, auto, credit card) and wholesale exposures (corporate, SME, sovereign).
Non-financial corporates with significant trade receivables need lifetime ECL provisioning under the IFRS 9 simplified approach. We build provision matrices using ageing analysis, historical loss rates, and forward-looking macroeconomic adjustments.
Beyond regulatory compliance, credit risk analytics provide commercial value: better pricing, tighter underwriting, and earlier detection of portfolio deterioration. We build credit scoring models, portfolio monitoring dashboards, and early warning systems.
Expected Credit Loss — the amount a bank or corporate expects to lose on financial instruments due to defaults. IFRS 9 requires forward-looking provisioning before defaults occur, using PD, LGD, and EAD parameters.
Yes. Fintech lenders face the same IFRS 9 requirements as traditional banks but often have shorter data histories. We build ECL models adapted for digital lending portfolios.
IFRS 17, IFRS 9, IFRS 2, and IAS 19 actuarial implementations, ongoing compliance, and managed reporting services.
Predictive modelling, data strategy, and actuarial technology solutions for insurers and financial institutions.
M&A due diligence, IPO support, expert witness, peer review, and model validation services for insurance and financial transactions.
Our actuaries build ECL models, credit scoring frameworks, and provisioning reports for banks and financial institutions.
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