rt360 Expected Credit Loss

rt360  Expected Credit Loss is an integral part of the IND AS 109 product suite that helps banks assess any significant increase in credit risk. It estimates credit loss systematically and at a granular level for over the life span of a loan

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Recognize and measure Expected Credit Loss

Expected Credit Loss is a business-driven technology solution that enables banks to compute Expected Credit Loss as per regulatory guidelines, while addressing requirements such as PIT PD, and macro-economic factors.

Features

7459

Estimates ECL

7459

Estimates ECL

Computes 12 months’ ECL & Lifetime ECL Computes ECL for both fund-based and non-fund-based facilities
10728

Estimates PD/LGD/EAD

10728

Estimates PD/LGD/EAD

Automate PD/LGD/EAD computation approaches based on the user’s choice of model Option to estimate PD/LGD/EAD at pool or individual exposure level using historical data
7464

Computes Effective Interest Rate

7464

Computes Effective Interest Rate

Detailed cash flows for different types of financial instruments
Cash flow generations based on terms and conditions of contract (E.g.: fixed/floating rate, prepayment, drawdowns)
7468

Perform validation and calibration

7468

Perform validation and calibration

Automated validation of parameters as per RBI/Basel requirements through a pre-built library of tests
7472

Dashboard and Reporting

7472

Dashboard and Reporting

Pre-built dashboards, reports for management reporting
User-defined portfolio for quick edits and regular updates

Benefits

Advanced capabilities
Proactive credit risk assessment and
monitoring
End-to-end automation
Automation of credit risk governance
processes
Accelerated Timelines
Faster time to achieve regulatory compliance and internal reporting

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rt360 RAROC Calculator

rt360 RAROC Calculator is a product that enables risk-based pricing & capital allocation.

rt360 Expected Credit Loss

rt360 Expected Credit Loss is an integral part of the IND AS 109 product suite that helps bank assess any significant increase in credit risk

Brochures

rt360 Early Warning System

Identify credit risks proactively leveraging end-to-end predictive analytics.

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rt360 RAROC Calculator

As you focus on credit growth for your bank, capital allocation and pricing is critical to maximizing profitability and driving sustainable growth.

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rt360 Expected Credit Loss

With the introduction of the global International Financial Reporting Standards-9 (IFRS 9) and its equivalent Indian Accounting Standards (IND AS) 109, financial institutions are adopting scientific methods for computing credit losses.

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rt360 is a risk management product suite to manage the entire risk portfolio of banks and financial institutions that includes credit risk, capital allocation, pricing risk, liquidity risk, model risk and operational risk.

rt360 is designed by bankers, risk practitioners and technology specialists with a Business First, Technology Next approach, empowering banks and financial institutions to focus on their credit growth and profitability while managing their risks. The product is fully designed and made in India to address the complexities of the financial sector globally. The suite comprises of five distinct products to manage each of the risk portfolio.

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rt360 product suite