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  • Calculated results
    • PD (Probability of Default)
    • LGD (Loss Given Default)
    • EAD (Exposure at Default)
    • ECL (Expected Credit Loss)

  • Accounting-specific results based on the financial year
    • Risk provisions
    • Impairment expense
    • Write-off expense
    • Impairment income

  • Detailed information regarding calculations
    • Recovery cash flow plan for deals in default
    • Drilldown to ECL calculations for each set date LGD (PIT) (= point in time)
    • Sensitivity analysis: difference compared to current ECL due to change changes in macroeconomic parameters

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Below are some examples of reports on risk provisioning in FlexFinance based on these data marts:

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