Expected Credit Loss (ECL)
Sophisticated ECL modeling frameworks that provide accurate lifetime and 12-month expected credit loss calculations across all financial instruments and portfolios.
- Stage 1, 2, and 3 classification
- Significant increase in credit risk (SICR) assessment
- Lifetime ECL calculation methodologies
- Forward-looking macroeconomic scenarios
- Probability-weighted ECL computation
- Model validation and backtesting