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Loss valuation optimisation · IFRS 9 ECL

Right-sizing a SAR 1.2 billion receivables provision under IFRS 9

A family-owned conglomerate with contracting, distribution and services subsidiaries carried an ECL provision that had grown for four years without anyone being able to explain it. We rebuilt the model from the loss data up, cut the over-provision and gave the audit committee a number it could defend.

Diversified conglomerate, Saudi ArabiaIFRS 9 ECL Modelling
SAR 38mrelease of over-provision recognised in the year of the rebuild
2.9% → 1.7%coverage ratio on gross receivables after re-segmentation
0audit adjustments on the impairment line in the following two audits
< 1 hourmonthly run time for the finance team
Context

The client

The group reports under IFRS as endorsed by SOCPA, is audited by a Big 4 firm and has bank facilities with covenants that reference profit before impairment. Nine operating subsidiaries sell to government ministries, government-related entities, large private contractors, retail distributors and related parties, on terms ranging from thirty days to milestone-based collection over a year.

The challenge

Where the client started

The group applied a single provision matrix across nine subsidiaries with very different customers: government ministries and contractors in one, retail distributors in another, related parties in a third. Loss rates had been set at adoption in 2018 from a snapshot of the ageing report, then increased each year in response to auditor comments, with no link to realised losses.

By the fourth year the provision exceeded SAR 34 million against a receivables book of SAR 1.2 billion, and the audit committee had two questions: whether the number was right, and why nobody could explain it. The finance team could not answer either, because the model had been built by a previous adviser and the working papers had not been retained.

Scope

What we were engaged to do

  • Independent review of the existing provision matrix and its history
  • Reconstruction of five years of loss experience from the ledgers of all nine subsidiaries
  • Re-segmentation and a new methodology paper agreed with management and the auditors
  • A monthly model the finance team can run without external support
  • Presentation to the audit committee and support through the year-end audit
What we did

Our approach

Reconstructed the loss historyWe assembled five years of monthly ageing, write-offs and recoveries for every subsidiary from the ledgers, built cohort roll-rates and measured what had actually gone uncollected in each ageing bucket. The single most important finding: government and government-related balances, which made up 41 percent of the book, had never generated a loss, only delay.
Re-segmented the bookGovernment and government-related receivables were separated from private-sector receivables, and private-sector receivables were split between contractors and distributors, whose loss patterns differed by a factor of four. Related-party balances were moved to a separate assessment that considered group support and settlement history.
Built an explicit forward-looking overlayLoss rates were linked to two variables with explanatory power for the group: the government project payment cycle, which we tracked through the Ministry of Finance's disbursement pattern, and non-oil private sector activity. Three scenarios were defined with weights approved by the audit committee and a documented review trigger.
Delivered a model the team could runAn Excel provision matrix with locked formulas, integrity checks, a control sheet signed monthly by the finance manager, and a run guide, plus an eleven-page methodology paper written for the auditors. Two finance staff were trained to run and explain it.
The outcome

What changed

The rebuilt model produced a provision of SAR 20.6 million, a coverage ratio of 1.7 percent, with every loss rate traceable to realised experience and every judgement documented. The auditors accepted the methodology in the first review cycle. The SAR 38 million difference from the prior-year provision, adjusted for the current-year movement, was recognised as a change in estimate with full disclosure.

Two years later the finance team still runs the model monthly without our involvement, and the impairment line has not attracted an audit adjustment since. The covenant headroom created by the release also allowed the group to renegotiate a facility on better terms.

Optimising a loss valuation does not mean minimising it. It means measuring what the data actually says and documenting it so well that nobody needs to add a margin for uncertainty.
Lessons

What we would tell another client

  • Segmentation is where most of the value sits; a single loss rate across a mixed book is almost always wrong in both directions.
  • Auditors accept a lower provision readily when every number is traceable; they resist one that is merely asserted.
  • Hand-over training is part of the deliverable, not an extra. A model nobody can run is a liability.

Engagement details are anonymised and figures are rounded. Client identity is available on request, subject to confidentiality.

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