IFRS 9

Determination of cash flows on the basis of independently comprehensible basic data (capitalization, indicators, repayment variants, etc.) and calculation of fair value, impairment, net interest income and repayment plans

Description

Mass calculation of impairment requirements at individual account level including scenario calculation for stress testing in a private cloud web application in C#, .net, SQL.

The calculation engine either takes over calculated cash flows or calculates cash flows on the basis of the basic data including macro parameters and calculates the staging of a single receivable and the value adjustment results of all stages including the fair value, taking into account the risk parameters.

  • Basic data upload via API or blob
  • Macro data management
  • Cash Flow Engine - forward-determined cash flow
  • fair value calculation
  • Stage determination
  • Impairment calculation
  • Margin and present values
  • Presentation Fair value and impairment over time
  • Separation funding, interest, risk, equity and other cost components
  • Individual costing and bulk calculation
  • Thread optimization
  • Scenario analysis and simulations
  • Modification calculation
  • Effective interest rate calculation
Next step

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