• Calculations done in the fraction of a time when compared with Excel
• Improves the robustness of the process and decreasing sources of errors by automating data extraction using APIs or direct access to your data
• Parameters can be easily changed for (what-if) scenario or impact assessments, or for permanent updates to the parameters of the tool
• Results are easily downloaded – both summarised and in full, including detailed parameter files. Reporting can be automated in PowerPoint, Word and PDF
• Implementation either on the cloud (hosted by AB) or on-site on your internal server
• Audit trails and user access features built into the tool, and can be customised to your IT security requirements

• Calculates Stage 1, 2 and 3 ECLs
• Data verification before ECL run commences
• Manages staging probationary periods
• Produces summarised and detailed outputs in Excel for additional analysis
• Customised reporting including period to period ECL attribution, and disclosures for annual reporting
• Reconciliation report to explain in a transparent manner the month on month changes
• Sensitivity analysis to understand impact of macroeconomic scenarios
• Process workflow managed by the tool
• Save and load previous runs
• Customised for your organisation’s implementation
• Simple to install and run
• Code belongs to you

Step 1

Import your configuration and facility data, validate and submit calculation

Step 2

Review the output

Step 3

Dive into the month on month contributions to the ECL calculations

Step 4

Save the detail for later review (audit trail)

Time 0 spot parameters

• Time 0 spot balances, RWAs, ECLs etc. are calculated in the ECL Calculator
• Calculated at segment level as per customer design and customisable for future portfolio changes

Economic scenario

• The balance sheet is projected under a chosen economic scenario
• Projections can be used for business strategy planning or stress testing purposes

Business assumptions

• Business assumptions are made at segment level
• Used to determine new business, pricing and new business TTC PD assumptions

Modelling assumptions

• Modelling assumptions are used to link the time 0 spot parameters, business assumptions and economic scenarios to time t, balance sheet projections
• Integrated approach and intuitive link between economic scenarios and portfolio risk drivers

Reporting

• View a range of projected metrics such as ECL, RWA, PiT PDs by stage and vintage
• Slice and dice by model segment
• Export data for further analysis or reporting or create automated PowerPoint or PDF reports

• AB ECL tool offers a range of modules with different modelling methodologies to choose from. Customisations can be made to reflect your own methodologies
• All reports and data tables are fully downloadble in Excel format so that you can manipulate the output as you need
• Audit trails, user logins and user rights management, sign-off capabilities and version control are built into our Reliance platform
• Reporting can be automated in PowerPoint, Word and PDF

• AB is flexible in terms of hosting the solution for you, using our secure servers or alternatively, deploying on your local servers
• We understand the sensitive nature of the data being analysed, and follow all guidelines and regulations with regard to data protection