ifrs9-loss-engine计算IFRS 9预期信用损失（ECL），支持Vasicek单因子前瞻性调整、Kaplan-Meier生存分析计算PD及贷款摊销计划生成，满足Basel III减值合规要求。
Install via ClawdBot CLI:
clawdbot install tangweigang-jpg/ifrs9-loss-engineGrade Fair — based on market validation, documentation quality, package completeness, maintenance status, and authenticity signals.
Generated May 7, 2026
Automates the calculation of expected credit losses (ECL) for loan portfolios under IFRS 9. Supports lifetime ECL for stage 2/3 assets and 12-month ECL for stage 1, with Vasicek-adjusted forward-looking PDs.
Generates detailed amortization schedules for individual loans or portfolios, including principal, interest, and remaining balance projections. Useful for cash flow forecasting and payment structure analysis.
Calibrates Vasicek single-factor model parameters (rho, lambda) to incorporate macroeconomic scenarios into PD estimates, aligning with Basel III stress testing requirements.
Applies Kaplan-Meier survival analysis to historical default data to derive probability of default (PD) curves over different tenors, supporting lifetime ECL computation under IFRS 9.
Generates IFRS 9 impairment reports with full audit trail, including ECL breakdowns by stage, vintage, and risk rating. Satisfies regulatory reporting requirements for Basel III and local supervisors.
Provide white-label IFRS 9 loss engine to banks, credit unions, and fintech lenders on a subscription basis. Includes model maintenance, regulatory updates, and audit support.
Offer a cloud-based platform that combines ECL calculations with other risk metrics (e.g., CVA, risk-weighted assets). Upsell via advanced analytics, custom model calibration, and report exports.
Provide end-to-end advisory and technical implementation of IFRS 9 systems, including model validation, data integration, and staff training. Target mid-sized banks adopting new accounting standards.
💬 Integration Tip
Integrate via gRPC or REST API for batch portfolio processing. Ensure input data includes loan-level features (e.g., origination date, maturity, interest rate, default history) for accurate ECL calculation.
Scored Jul 22, 2026
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