IFRS 9
Probability of Default (PD) Module
The Probability of Default (PD) module in this IFRS 9 Modelling Tools application is designed to assist financial institutions in calculating the likelihood of borrower default based on historical data, in an accurate, efficient, and compliant manner with IFRS 9 standards.
Input Data
Data Preview
Data Preview
Join Data
Data Preview
Parameter
Intuition
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Pilih Variabel
Correlation Coefficient Sign Intuition
Single Factor
Correlation 2 & 3 Variable
Multiple Linear Regression
Final Model (Pass)
Download Model Output
Data MEV
Tabel Forecast (External Data)
Tabel MEV Historis
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Model Final with Average Year
Forecast Y
Options:
Historical Model
Tabel Klasifikasi
Tabel Frekuensi Kategori
Boxplot Categorization Percentage
Weighted Boxplot
Average MEV by Boxplot Categorization
Average Difference Base
Base
Best
Worst
YJoin
Diff
Forward Looking Prediction
True The Life Cycle
Marginal PD Scalling
Scalling
Optimization
Yearly Cummulative PD Before Forward Looking
Yearly Marginal PD Before Forward Looking
Yearly Marginal PD After Forward Looking
Yearly Cummulative PD After Forward Looking
Monthly Cummulative PD Before Forward Looking
Monthly Cummulative PD After Forward Looking
Monthly Marginal PD Before Forward Looking
Monthly Marginal PD After Forward Looking
Forward Looking Prediction
True The Life Cycle
Marginal PD Scalling
Scalling
Optimization
Yearly Cummulative PD Before Forward Looking
Yearly Marginal PD Before Forward Looking
Yearly Marginal PD After Forward Looking
Yearly Cummulative PD After Forward Looking
Monthly Cummulative PD Before Forward Looking
Monthly Cummulative PD After Forward Looking
Monthly Marginal PD Before Forward Looking
Monthly Marginal PD After Forward Looking
Forward Looking Prediction
True The Life Cycle
Marginal PD Scalling
Scalling
Optimization
Yearly Cummulative PD Before Forward Looking
Yearly Marginal PD Before Forward Looking
Yearly Marginal PD After Forward Looking
Yearly Cummulative PD After Forward Looking
Monthly Cummulative PD Before Forward Looking
Monthly Cummulative PD After Forward Looking
Monthly Marginal PD Before Forward Looking
Monthly Marginal PD After Forward Looking
Monthly Marginal PD After Forward Looking Final
Monthly Cummulative PD After Forward Looking Final
Yearly Marginal PD After Forward Looking Final
Yearly Cummulative PD After Forward Looking Final
Input Data forecast
Data
Setting Summary
Summary
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Setting Forecast
Hasil Forecast
Input Data forecast
Data
Setting
Hasil Forecast
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