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PD and Stage Assignment In OFSAA (Doc ID 2575102.1)

Last updated on MAY 26, 2020

Applies to:

Oracle Financial Services Loan Loss Forecasting and Provisioning - Version 8.0.0 and later
Information in this document applies to any platform.


How OFSAA treats the probation period for the assignment of the PDs and the stage. As OFSAA assigns the PDs and stages based on the ratings need input regarding the following scenario :
- November: Rating of an account ABC is good so it was assigned to stage 1 and PD relatively small
- December: the account ABC got a downgrade and has been assigned to stage 3,  Would OFSAA assign a PD = 1 to account ABC as it is in stage 3?
- January: the account ABC got a good grade, would OFSAA take into account the December downgrade and assigns the account ABC to stage 3 again with PD = 1 or would it take into account only January's grade and determine the PD and stage based on this new grade only?


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