Estimator 9

Estimator 9 is an automation platform for calculating Expected Credit Loss (ECL) in compliance with IFRS 9 standards. The software provides a quantitative framework for credit risk modeling, including portfolio segmentation, Point-in-Time (PIT) Probability of Default (PD), Loss Given Default (LGD) estimation, and macro-economic scenario modeling. The vendor states that the platform is utilized by more than 56 financial institutions in over 40 countries.

The system features a core calculation engine that automates ECL determinations ($ECL = DF(t_i) \times PD(t_i) \times LGD(t_i) \times EAD(t_i)$) across all three impairment stages. Functional capabilities include automated Significant Increase in Credit Risk (SICR) identification, integration of forward-looking data, and GPPC-compliant disclosure generation. The platform employs statistical techniques such as discriminant analysis and parametric runs for risk analytics.

Estimator 9 replaces spreadsheet-based processes with an automated synchronization environment via API integrations with core banking systems and general ledgers. The vendor offers a 14-day deployment timeline and notes that the models were developed by a quantitative advisor to the International Accounting Standards Board (IASB).

According to vendor reports, the platform has achieved a 100% approval rate across more than 200 Big 4 audits. The vendor also claims that the software can deliver ECL runs faster than manual methods, enabling risk committees to process data and generate reports more rapidly.