UKEF Corporate Loss Given Default (LGD) Model for IFRS 9 - Expression of Interest (EOI)

UK Export Finance ("UKEF") is inviting expressions of interest from organisations that would be interested in delivering a loss given default ("LGD") model ("the Contract") in compliance with the International Financial Reporting Standards 9 ("IFRS 9") to the Contracting Authority. The LGD model will need to be operational from 1 April 2023. The Supplier will provide a model that allows UKEF to estimate LGDs for corporate obligors under different macroeconomic scenarios (the Supplier does not need to provide the ma...