FlexFinance provides data marts with values that entirely cover the calculation of risk provisions. For more information on the calculation options, please have a look at the section Risk Provision Workbenches for risk provisioning.
The data marts include:
- 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 in macroeconomic parameters
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