Credit Risk Ease

The Challenge

There are increased pressures from regulatory authorities to become more efficient, transparent, and consistent in their Expected Credit Loss measurement, raising the stakes in an already highly competitive market. This is particularly challenging for new banks who need to remain agile with a low cost-base.

Our Credit Risk Ease solution offers an end-to-end credit measurement function, providing a centralised platform in which you have full visibility of your impairment figures. This solution helps you streamline the model execution and reporting processes for a quick turnaround time and to remain up to date with the latest regulatory changes and requirements.

There is greater flexibility in implementing customised assumptions, modelling risk parameters and adapt to changes in business or regulatory requirements. The high-power processing calculation engine allows for fast, efficient, and reliable implementation of multiple workflows, repetitive iterations and detailed audit trails to ensure compliance against regulatory expectations.

Benefits

Lower cost and resource requirement

Automated solution that meets complex calculation and reporting needs whilst keeping cost at bay.

Efficient and easy

Delivers a sophisticated Expected Credit Loss (ECL) calculation, performs Stage Allocation and Scenario analysis, and calculates your final impairment figures, with all your results delivered on one interactive platform.

Flexible solution

Enables flexibility which gives you full control in governing your bottom-line impairment figure.

Reduced operation risk

Effective end-to-end control framework, including data retention, change process, execution controls and reconciliation to reduce human error.

Centralised reporting platform

Providing a centralised platform to have full visibility and breakdown of your impairment figures.

Transparent calculation methodology

Ability to drill down to portfolio-, segment- and account level data, analyse model assumptions and macro-economic data.

Features

Fast, efficient, and reliable calculation engine

Transparent calculation methodology

Centralised platform to have full visibility and breakdown of your impairment figures

Flexibility which gives you full control in governing your bottom-line impairment figure

Fully secured web-hosted service

Streamlined model execution and reporting processes for a quick turnaround time

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How it works

Select service type Customers are able to select the Credit Risk Ease licenced model or the Managed Services option. The licenced model allows customers to implement their own IFRS9 models. The managed services options is a fully outsourced model and service where Deloitte implements and executes the IFRS9 model run.
Populate data templates Simplistic data templates are provided to clients to populate account level data. Deloitte will work with you to calibrate your portfolio and model assumptions to ensure IFRS9 compliance whilst the bottom-line impairment figure remains in your full control.
Run the model This is the time-saver. The automated solution allows for quick processing and reduce operational risks, enabling a smoother and more efficient impairment calculation process. There is greater flexibility in implementing customised assumptions, modelling risk parameters and adapt to changes in in business requirements or regulatory requirements. The high-power processing calculation engine allows for fast, efficient, and reliable implementation of multiple workflows, repetitive iterations and detailed audit trails to ensure compliance against regulatory expectations.
Analyse results The models output results are delivered on one interactive platform that allows you to drill down to portfolio-, segment- and account level data. The data is also visually presented to easier track performance over the forecasted period.