Ifrs9 Loss Enginev0.3.3

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.