The ImpairmentCalc software provides expected credit loss impairment calculations by taking user-defined asset classifications, credit risk measures, and IFRS 9 guidance to produce loss allowance. It converts internal rating or through-the-cycle probability of default (PD) to a compliant point-in-time PD term structure.

The ImpairmentCalc™ software provides expected credit loss impairment calculations by taking user-defined asset classifications, credit risk measures, and IFRS 9 guidance to produce loss allowance. It converts internal rating or through-the-cycle probability of default (PD) to a compliant point-in-time PD term structure.