Financial Services
Valuation and reporting across banking, insurance and asset management.
Sector drivers
- Expected-credit-loss and fair-value measurement under IFRS 9 / IFRS 13
- Volatility in credit, funding and rate markets
- Regulatory scrutiny of Level 2 and Level 3 inputs
Typical assets & workflows
- Loans and receivables (ECL / IBR)
- Financial instruments and derivatives
- Insurance and investment portfolios
Standards & regulation
- IFRS 9 / HKFRS 9 and IFRS 13
- HKMA and SFC reporting expectations
- IVS 2025 for financial instruments
Key measures
- ECL coverage and staging
- Fair-value hierarchy disclosures
- Cost of risk
Our approach
We build documented ECL and fair-value models with an auditable trail of Level 3 assumptions, aligned to IFRS 13 and IVS 2025 and prepared for audit and regulatory review.