Functionalities
- Implements the expected loss model, replacing the traditional incurred loss model.
- Automates the calculations of expected loss ratios (ECL), fair value, and the SPPI (Solely Payments of Principal and Interest) test.
- Integrates multiple risk analysis criteria, such as negative rating changes, restructuring, payment delays, insolvency, and others.
- Advanced and Detailed Platform
- Customized Rating Scale
- Expected Loss Ratio (ECL) Calculation
- Rating and Pricing Matrices
- Modular Architecture
- High Integration and Flexibility