Analyze the past!  Use historical PD and LGD migrations to support your CECL.

LAmigrate enables you to identify historical volatility and losses. Gain insight into how your loans and customers performed in the past to help you understand how they could perform in the future. Justify your CECL with defined default (PD) migration analysis and loss (LGD) migration analysis. Use these historical migrations to help support your CECL forecast. Migrate your entire portfolio and any defined sub-portfolios. Export your historical PD and LGD migration matrices from the LAmigrate application to LArisk.

Compile multi-period probability of default (PD) and loss given default (LGD) migration matrices within seconds

  • You decide the migration period… a month, a quarter, a year or more
  • Drill-in to view the historical migration of individual loans and customers
  • Identify changes in loan ratings/grades to be included in your audit
  • Validate and justify your CECL analysis

Learn More About LoanAnalytics LAmigrate Today!

See for yourself how LoanAnalytics LAmigrate enables you to:

  • Report and trend your PD migrations.
  • Report and trend your LGD migrations.
  • Report and trend historical default probabilities.
  • Report and trend historical loan losses.
  • Use PD and LGD migrations to support your CECL forecast

Schedule a web demonstration