PD Model Reports

New reports are introduced to see the output of the PD model

Two types of reports are available based on the PD Model:

• PD Term Structure Based on Economic Scenarios: The user can see the output of the PD model for a single Rating/DPD band across economic scenarios. This supports tabular and graphical views.

• PD Term Structure Based on Bands: The user can see the output of the PD model for a single economic scenario across ratings/ DPD bands. This supports tabular and graphical views.

Business Benefit:

This allows users to check the output of the PD Model. This shows the term structure for the combination of Point In Time, Through The Cycle, Conditional, and Cumulative.

Steps to Enable

You don't need to do anything to enable this feature.