Macro Economic Variables Unsaved changes

Calibrate regression thresholds, data windows, and ranking rules for macro-economic variable regressions.

Minimum R² Maximum P-Value Minimum Factors

Include Intercept in Regression

Accept Any Regression Result

Data Start Year

Years of History for Regression Use All Available Years for Regression

Default Forecast Years Maximum Forecast Years

Current Year Becomes Historical After Multicollinearity Method VIF Threshold

Portfolio default rate selection is planned for a future release.

Check for Multicollinearity

Consider Lead and Lag Variables

Use Logarithmic Values for Regression

Regression Ranking Formula

Search settings

Setting	Previous value	Changed to	Changed by	Changed at
Ranking formula	r2_only	composite_score	Sarah Al-Rashid	Jun 12, 2025, 10:30 AM
Minimum R²	0.65	0.7	Ahmed Hassan	May 20, 2025, 2:15 PM

ECL IFRS 9