A ready-to-use LGD database that provides collateral-based post-default loss benchmarks, structured for IFRS 9 ECL models — reduce model build time, strengthen evidence, and support fully compliant disclosures.
Ready-to-use macroeconomic scenarios (GDP, inflation, interest rates) formatted for Expected Credit Loss (ECL) modeling under IFRS 9 — save modelling time, ensure consistent scenario inputs, and produce defensible disclosures.
Standardised, audit-ready sectoral PD reference data and historical default rate series to accelerate and validate your IFRS 9 Expected Credit Loss (ECL) models — ready to integrate, document, and defend in financial statements and regulatory reviews.