sebit-mcp-public
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JavaScript
;
// belm.ts — SEBIT-BELM (Bad Debt Expected Loss Model)
Object.defineProperty(exports, "__esModule", { value: true });
exports.runBELM = runBELM;
const nz = (x, d = 0) => (Number.isFinite(+x) ? +x : d);
const clamp01 = (x) => (x < 0 ? 0 : x > 1 ? 1 : x);
const toRate = (n) => {
const num = nz(n, 0);
return num > 1 ? num / 100 : num;
};
function runBELM(input) {
const eps = 1e-9;
// Step 1
const totalDebt = nz(input.dailyExpectedSettlement, 0) * nz(input.usefulLifeYears, 0) * 365;
// Step 2
const expectedToDate = nz(input.dailyExpectedSettlement, 0) * nz(input.elapsedDays, 0);
// Step 3
const actual = nz(input.actualSettlementToDate, 0);
const diff = (totalDebt - expectedToDate) - (expectedToDate - actual);
const interestAdjFactor = totalDebt > 0 ? 1 + diff / totalDebt : 1;
// Step 4
const baseForInterest = Math.max(0, totalDebt - actual);
const interestExpense = baseForInterest * (toRate(input.interestRate) * interestAdjFactor);
// Step 5
const preAdjELR = nz(input.totalExposure, 0) > 0
? nz(input.clientExposure, 0) / nz(input.totalExposure, 0)
: 0;
// Step 6
const prevYearShare = nz(input.prevYearTotalSettlement, 0) > 0
? nz(input.prevYearClientSettlement, 0) / nz(input.prevYearTotalSettlement, 0)
: 0;
let finalELR = preAdjELR + prevYearShare + toRate(input.extraAdjPct);
if (input.clampELR01 !== false)
finalELR = clamp01(finalELR);
const expectedLossAmount = totalDebt * finalELR;
return {
totalDebt,
expectedToDate,
interestAdjFactor,
interestExpense,
preAdjELR,
prevYearShare,
finalELR,
expectedLossAmount,
debug: {
diff,
baseForInterest,
params: {
dailyExpectedSettlement: input.dailyExpectedSettlement,
usefulLifeYears: input.usefulLifeYears,
elapsedDays: input.elapsedDays,
actualSettlementToDate: input.actualSettlementToDate,
interestRate: input.interestRate,
clientExposure: input.clientExposure,
totalExposure: input.totalExposure,
prevYearClientSettlement: input.prevYearClientSettlement ?? 0,
prevYearTotalSettlement: input.prevYearTotalSettlement ?? 0,
extraAdjPct: input.extraAdjPct ?? 0,
},
},
};
}