You can use this function to accelerate the ad hoc calculation for large, homogenous portfolios. This usually results in a loss in accuracy. You can also use this aggregation run as a preliminary run for the approximate stress run.

The aggregation run is especially suitable for revolving retail that consists of unsecured checking accounts and credit card exposures.

The aggregates are created from single transactions that have the same predefined risk characteristics, for example, the same credit score or assignment to the same rating level. The system handles the summarized data in subsequent processes in the same way as an entity. Data is aggregated using the aggregation tool. You define the rules for generating aggregates in Customizing.