Aspect Advisory

Automation of the Expected Credit loss (ECL) and Pricing tools for a Development Finance institution (DFI)


Aspect Advisory was engaged to enhance the Expected Credit Loss (ECL) models, Risk-based pricing capability, and IFRS9 reporting for a development finance institution. The primary objective was to transform the existing ECL calculation and Risk-Based pricing models into an automated web-hosted application. 


To address the institution’s needs, Aspect Advisory developed a centralised pricing and reporting platform accessible through a user-friendly web interface. This solution was integrated with automated data sources, significantly reducing model maintenance requirements for divisions like Treasury and Risk Management. To ensure data consistency and prevent duplication, all external data was sourced directly from the Bank’s data warehouse. The data captured through the application was seamlessly fed back into the warehouse. Throughout the process, our team made sure to align the solution with the institution’s existing technological environment, avoiding any unnecessary complexity in the workflows of stakeholders involved. 


Upon project completion, the team successfully migrated the pricing capability to a web-based platform, streamlining its usage and enabling efficient data capture. The solution enhanced validation and stress-testing capabilities, while also integrating the risk-adjusted pricing framework into the credit risk assessment and loan life-cycle process. 


  • Banking, Risk Management and Reporting

Skill Set

  •  IFRS 9, UI/UX design, Process Flow design, Web Development 

Business Area

  • Risk Monitoring, Pricing and  Reporting