Streamlined IFRS9 impairment calculations across stages 1, 2, and 3
Accurate determination of lifetime PD at origination and reporting date
Flexible configuration with a comprehensive suite of market-standard IFRS9 models
Seamless integration of custom models without compromising performance
Rule-based engine enabling flexible discrete decisions, such as stage transfer
Incorporation of economic forecasts for forward-looking stage transfer and ECL calculations
Overruling of data inputs when needed
Ongoing development for integration of in-house economic capital calculations
Extension for static stress testing, scenario, and sensitivity analysis

Number Crunching:

Finance:

Unified environment for coherent computation of IFRS9 and local GAAP credit impairments
Management overlay for precise adjustments in staging and impairment results
Formal sign-off process for validation of staging and impairment results before final booking
Standard output interface via booking engine with event and inventory messages
Calculation of quantitative disclosure (analysis of variance – FINREP 12 and IFRS 7 § 35H)
Comprehensive auditability including user intervention logging and detailed individual impairment calculation analysis
Capability to manage multiple consolidation levels (available upon request)

Intuitive graphical user interface with context-sensitive documentation
Customizable workspaces for different user groups (available upon request)
Dashboarding solution enabling data visualization and analysis within the software
Export options for further processing calculation results using BI and data science tools

Scalable SAAS solution hosted in the Cloud
Well-documented standard data interfaces for seamless integration
Secure role-based access through existing central authentication providers (e.g., Active Directory)