Estimated Credit Loss Modelling - IFRS 9

Banks and other Financial Institutions are continually optimising their strategies to be on top of their loan and receivable portfolios. Estimated Credit Loss modelling (ECL) is one of the advanced modelling systems that has been mandated by IFRS 9 standards. Our solution provides continual monitoring of different asset classifications in the loan portfolios in conjunction with the Macro Economic Variables of the market where the institution operates. The regression technique then computes Point In Time defaults and extrapolates these to provide for Projected defaults.

The learning module of the system continuously assesses the projected with the actual to provide for auto correction mechanisms in the projections.