Following AnalytiX Boutique user-friendliness and governance principles, Flexio Credit Loss Forecasting system focuses on building time series models for credit risk stress testing, Flexor (Credit Loss Forecasting) and reserving and IFRS9:
- Flexio Credit Loss Forecasting system creates stress testing credit risk models (PD, LGD…) for Flexor (Credit Loss Forecasting) under such scenarios, based on time series analysis, ARIMA, ARIMAX, Block bootstrapping, Lasso, Ridge and others.