Stage allocation model¶

Assigns IFRS 9 stage (1/2/3) to each loan based on days past due, watchlist status, and SICR criteria. Stage changes are event-driven.

Module dependencies¶

Module	Title	Required?	Contract	Reason
MOD-028	Credit score & risk rating	Required	—	Stage allocation requires the credit risk rating to classify loans into IFRS 9 stages.
MOD-042	CDC pipeline — Neon logical replication to S3 Iceberg	Required	—	Reads loan account data from the CDC pipeline to assess days past due and other staging criteria.
MOD-104	AWS shared infrastructure bootstrap	Required	—	AWS shared infrastructure provisioned by MOD-104 (EventBridge buses, S3, KMS, Kinesis, Cognito) is required before this module can be deployed.
MOD-103	Neon database platform bootstrap	Required	—	Neon database and schema provisioned by MOD-103 must exist before this module can read or write Postgres.

Module	Title	As	Contract
MOD-031	ECL calculation & GL posting	Hard dependency	—

Policy	Title	Mode	How
CRE-006	Impairment & Provisioning Policy	`AUTO`	Staging criteria applied consistently to all loans — no subjective stage assignment
REP-004	Financial Statements Policy	`AUTO`	IFRS 9 provision movements posted to GL automatically — no manual journal for provisioning
CLQ-001	Capital Adequacy Policy	`CALC`	Stage 3 exposure feeds credit risk capital calculation — fully automated link

Capability	Title	Mode	How
CAP-083	Collateral / receivable tracking	`LOG`	Maintains the register of pledged collateral linked to each exposure, including current valuation and haircut.
CAP-084	Dynamic exposure calculation	`CALC`	Recalculates net exposure continuously as utilisation changes and collateral values update, feeding the capital engine in real time.

Part of SD05 — Credit Decisioning & Loan Platform Compiled 2026-05-22 from source/entities/modules/MOD-030.yaml