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For details about the calculation of risk provision and expected credit losses please refer to the section Expected Credit Loss/Risk Provision.
The IFRS specific measure "Expected Credit Loss / Risk Provision IFRS" takes IFRS specific settings in the impairment workbenches into account.
Especially for stage 1 and stage specific settings can be defined for
- stage assignment
- segment assignmentExpected Credit Loss / Risk Provision IFRS
- scenario definitions
- macroeconomic parameters
- Models