ecl_computation__scenario_weighted_ecl
Calculate the probability-weighted expected credit loss (ECL) across multiple macroeconomic scenarios, using weights that must sum to 1.
Instructions
[ecl-computation] Probability-weighted ECL across macro scenarios; weights must sum to 1.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| weights | Yes | ||
| scenario_ecls | Yes |