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If the number of “Days past due (DPD)” exceeds 30 days, a significant deterioration in credit quality is assumed and the individual deal will be assigned to stage 2. If the number of days past due exceeds 90 days, the individual deal will be assigned to stage 3. The underlying configuration is performed in a separate table and can be adjusted. If necessary, different rules can be applied for different portfolios. However, these assumptions may differ in individual cases: For example, public households are often accused of "sluggish payment behaviour". For this reason, the number of overdraft days for public-sector customers that suggest a deterioration in credit quality may exceed the usual 30 days.
Component 'Staging DPD & PD'
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