Provision Matrix Rules

IFRS9SCS supports the Provision Matrix ECL method. Provision rate is required for the provision matrix method.

This UI enables the user to create a Provision Matrix. The Provision Matrix Rule is at the modelling set and economic scenario rule level. Provision Matrix Rule can be created at Rating and Days Past Dues level. Provision Matrix Rule can be created for both long-term and short-term ratings. Priority is set for the long-term rating provision rate.

These provision matrixes can be created either by inputting numbers through UI or by using the csv download. Users can create different provision matrices at the effective date level.