ECL-calculator-RShiny-
This tool calculates expected credit loss based on certain assumption
Assumptions
- Through the cycle (TTC PD) is given and treated as an input parameter
- Tool only works on specific set of data type, please see the data files in input folder
- TTC PD to PIT Pd is based on Vasichek formula (for details please visit the app or read intro.pdf
- LGD calculation as per collateral based haircut approach
- straight line amortization is used