Settings
GovernanceReporting standard, currency, frequency, SICR thresholds and ECL variance alerts
Documentation
Reporting Configuration
FR-SET-01
Reporting Standard
Reporting Currency
Reporting Frequency
Thresholds & Alerts
FR-SET-02
Stage 2 PD Threshold
Default 0.0500 — relative PD-increase trigger for SICR.
Stage 3 PD Threshold
Default 0.7000 — credit-impaired classification threshold.
ECL Variance Alert
Default 0.10 — QoQ movement alert (±%).
Last updated 2026-03-31 09:30:00 by Chief Risk Officer
Change Log
FR-SET-03 — audit-eligible record of every saved change
No changes recorded yet. Saving a setting writes a row here.