What is this page for?

This page calibrates how the system calculates Expected Credit Loss (ECL) from exposure, point-in-time PD, LGD, and discounting. Changes apply to future ECL runs after you save.

Bucket horizon

For each Stage 1 and Stage 2 bucket, specify how many forward exposure months to include in the ECL sum, or enable Use All Months to include the full remaining horizon.

Stage 3A and Stage 3B loans use current exposure × LGD with PD treated as 100%. Monthly forward projection is not applied for Stage 3.

Provision comparison

When Use higher of provision or calculated ECL is enabled, the final ECL per loan is the greater of the system-calculated ECL and the existing provision.

Save and history

Use Save changes to persist settings. The History tab lists each change with the previous value, user, and timestamp.