ECL Methods
Additional ECL Methods are available for ECL calculation.
- The below ECL Methods are added in this release. These are in line with on-prem LLFP ECL methods:
- Cash Flow Method
- Roll Rate Method
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The roll Rate method is enhanced as available with the pretext as “Advanced” i.e., Advanced Roll Rate Method. This method is supported by the “Mitigant Effect”. The base transition matrix can be generated from the Historical Average Transition Matrix (HATM) process or can be directly defined through the user interface..
This feature calculates ECL, EAD, and Impairment Gain/Loss.
Steps to Enable
You don't need to do anything to enable this feature.