End-to-end ECL calculation pipeline demonstration
Create a synthetic portfolio with random characteristics for testing purposes.
Upload a JSON or CSV file containing portfolio data.
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Validating data integrity, completeness, and consistency before processing.
Grouping loans into homogenous portfolios based on product type for collective assessment.
Each loan is assessed for staging based on credit quality indicators. Stage determines whether 12-month or lifetime ECL is calculated.
ECL is calculated for each loan using PD, LGD, and EAD parameters. The calculation accounts for time value of money using the effective interest rate.