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c) Simulation of alternative sets of stage assignment rules 'analysing' the cliff effect (for details about the cliff effect, please refer to the manual Stage Assignment).
In a later process step in ECL caclulation, statistical methods are assigned to combinations of
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The component 'Staging DPD & Scoring' considers both the number of days past due (equal to component 'Staging DPD') and the change in scoring. Similar to the component 'Staging DPD & PD', this component links a quantitative and qualitative parameter for stage assignment. It works with relative changes in score points since deal origination.(