Interactive Calculators | IFRS 9 Provision Guide

Days Past Due >30 days suggests Stage 2, >90 days suggests Stage 3

Rating Downgrade (Notches) Number of notches downgraded since origination

On Credit Watchlist

Forbearance Measures Applied

Significant Financial Difficulty

Borrower Defaulted

Enter the credit quality indicators and click "Assess Stage" to see the recommended stage.

Credit Rating

Projection Years

Select a credit rating to view the PD term structure.

Exposure Amount ($)

Collateral Value ($)

Collateral Haircut (%) Discount for forced sale / market decline

Unsecured Recovery Rate (%)

Expected Recovery Time (Years)

Discount Rate (%)

Enter the exposure and collateral details to calculate LGD.

Drawn Amount ($) Current outstanding balance

Undrawn Commitment ($) Available but not yet drawn

Credit Conversion Factor (%) Expected drawdown percentage before default

Enter the drawn and undrawn amounts to calculate EAD.

Exposure Amount ($)

Credit Rating

Collateral Value ($)

Collateral Haircut (%)

Stage

Effective Interest Rate (%)

Enter the loan details to calculate the full ECL.

Product Type

Credit Rating

Select a product and rating to see specific risk metrics.