I'm studying the implementation of an expected credit loss (ECL) model. I have encountered a complication. Do I need to calculate a probability of default (PD) and loss given default (LGD) with a time dependency of the staging position, i.e. for a specific portfolio the parameters needs to be: $PD_{t,i}$ and $LGD_{t,i}$, where $t$ is the time the account is on the respective staging and $i$ is the staging value (1,2 or 3). Or I can simply have $PD_{i}$ and $LGD_{i}$ only depending on the portfolio and the staging.
Thank you very much in advance.