ECL IFRS 9

Expected Credit Loss

Calculations Hub

Track the IFRS 9 monthly-close workflow from exposure through ECL. Review status, resolve dependencies, and launch the next run.

  1. Exposure / EAD

    Generate monthly exposure cashflows from uploaded portfolio aging data.

    Completed
    Latest calculation month
    June 2025
    Last run
    Jun 28, 2025, 2:30 PM
    Upload portfolio aging data for the next expected exposure month before running EAD.
    Run EAD View history

  2. MEV Regression

    Run macro-economic variable regressions and activate forward-looking PD inputs.

    Completed
    Latest calculation month
    June 2025
    Last run
    Jun 29, 2025, 9:30 AM
    Run regression View history

  3. Probability of Default

    Calculate flow rates and point-in-time PD for the reporting month.

    Completed
    Latest calculation month
    June 2025
    Last run
    Jun 29, 2025, 4:45 PM
    Run PD View history

  4. Loss Given Default

    Estimate discounted recoveries and final LGD from collection history.

    Completed
    Latest calculation month
    June 2025
    Last run
    Jun 30, 2025, 8:15 AM
    Run LGD View history

  5. Expected Credit Loss

    Combine EAD, PD, and LGD to produce final loan-level and portfolio ECL.

    Completed
    Latest calculation month
    June 2025
    Last run
    Jul 1, 2025, 10:30 AM
    Run ECL View history