ECL IFRS 9

Expected Credit Loss

Configuration

Set up staging rules, model parameters, and calibration defaults before running calculations.

Follow the recommended order below. Each step links to its configuration screen and related calculation run.

  1. Staging and Cure Period

    Define DPD buckets (B0 = current at 0 DPD, B1 = 1–30 DPD), IFRS 9 stages, classifications, and cure rules.

    Ready
    Last configuration change
    —
    Summary
    6 active staging rows
    Open configuration Open calculation

  2. Expected Credit Loss

    Set bucket horizon months and Stage 3 ECL policy options.

    Ready
    Last configuration change
    Jun 15, 2025, 11:20 AM
    Complete Staging & Cure Period before finalizing ECL bucket horizons.
    Open configuration Open calculation

  4. Probability of Default

    Historical PD model, economic scenarios, and floor settings.

    Ready
    Last configuration change
    Jun 8, 2025, 9:15 AM
    Configure Macro Economic Variables before PD scenario calibration.
    Open configuration Open calculation