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The folloiwng following information helps to explain collective/group-level Expected Credit Losses (ECL) when you use IFRS.

About Tracking Stages with Collective/Group-Level ECL

With collective/group-level ECL used in conjunction with IFRS, you can track changes related to the stage, or status of /credit quality of groupcollective-level financial instruments. You identify the stage at the transaction level rather than for the SMF. These statuses include:

  • Stage 1. Have not deteriored deteriorated significantly in credit quality or have low credit risk.

  • Stage 2. Deteriorated significantly in credit qualtity quality since initial recognition (unless low credit risk at reporting date) and not having objected objective evidence of impairment.

  • Stage 3. N/A (GroupCollective/group-level assets cannot be accounted for in Stage 3. You must perform ECL accounting for any Stage 3 assets at the asset level.)

About ECL Groupings

When you use collective/group-level ECL, a portfolio can have multiple groupings in both stages (1 and 2) within same portfolio as well as multiple groupings within same stages. An entity portfolio can have multiple collective/group-level ECL positions segmented by both currency and stage. GroupCollective/group-level ECL can represent Stage 1 and 2 assets only.

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