The new standards require insurers to calculate 12-month and lifetime Expected Credit Loss in the forward looking way that would capture current trends in the business cycle. For this purpose Finalyse offers a tool that is highly flexible and can effortlessly be adjusted to the specific environment of each individual client (i.e. model specifications as well as layout).
The service is tailored for: Government bonds, Government related bonds, Supranational institution bonds, Covered Bonds, Financial bonds and Corporate Bonds. Can be also useful for: Pools of mortgages, Mortgage backed securities, Loan Commitments