Webinar: PayNet Absolute Expected Loss


Accurate Expected Loss (EL) requires Probability of Default (PD), Exposure at Default (EAD), and Loss Given Default (LGD) forecasts for the entire remaining lifetime of every transaction in your portfolio. Core loan systems are insufficient for acquiring historic data and generating loss forecasts, while resources to collect, organize, and analyze data are limited.

With PayNet Absolute Expected Loss solution, you will:

  • Improve the accuracy and effectiveness of forecasting, reserving, portfolio management, credit decisioning, structuring, and pricing.
  • Understand precise loss risk by collateral type, geography, business unit, vintage, transaction size, transaction source, etc.
  • Leverage PayNet’s loss database of 500,000 contracts
  • Receive a quarterly dataset that provides a PD, EAD, LGD, and EL for each transaction by quarter for up to 7 years in the future.
  • Derive PD, EAD, and LGD values to calculate EL and to determine prudent changes to ALLL.