ECL Model Development
PD, LGD & EAD term-structures with 12-month and lifetime ECL engines, built to IFRS 9.
End-to-end ECL modelling, validation and automation — PD, LGD & EAD, staging & SICR, and probability-weighted scenarios, all defensible and audit-ready.
Expected credit loss is no longer a year-end calculation — it's a continuous, evidenced process.
Regulators and auditors expect defensible staging, documented assumptions, back-tested models and a clear trail from raw exposure to disclosure. Fragile, un-versioned spreadsheets can't deliver that. Digi8 replaces them with a governed engine and the model documentation to back it.
Everything from first model build to ready-to-file disclosure — delivered and supported by Digi8.
PD, LGD & EAD term-structures with 12-month and lifetime ECL engines, built to IFRS 9.
Defensible Stage 1 / 2 / 3 classification with clear quantitative & qualitative SICR triggers.
Forward-looking, probability-weighted scenarios linked to UAE & global indicators.
Independent validation, back-testing and Big-4-ready documentation.
A governed, auditable engine that replaces fragile spreadsheets — versioned & repeatable.
CBUAE-aligned reporting and ready-to-file IFRS 7 disclosure packs.
Data & model gaps
PD / LGD / EAD
Test & document
Governed engine
Every close
Documentation, validation evidence and a complete trail your auditors can follow.
Automation that turns a multi-week scramble into a repeatable, governed process.
CBUAE-aligned outputs and IFRS 7 disclosure packs, ready to file.
Talk to our team about end-to-end IFRS 9 modelling, validation and automation for your portfolio.