Run 6a21506fb232ac2447de59a1 — complete
Total ECL
180,302.927
Total EAD
6,825,000
Accounts
54
Stage 1 ECL
69,052.927
Stage 2 ECL
55,000
Stage 3 ECL
56,250
Scenario contribution (ecl)
| Scenario | Weight | Weighted model ECL |
|---|---|---|
| base | 40% | 39,004.26 |
| downside | 35% | 42,156.9 |
| upside | 25% | 19,912.02 |
By segment
| Segment | Accounts | EAD | Final ECL |
|---|---|---|---|
| VEHICLE_LOAN | 54 | 6,825,000 | 180,302.93 |
By SICR trigger
| Trigger | Accounts | EAD | Final ECL |
|---|---|---|---|
| NPA (credit-impaired) | 2 | 225,000 | 56,250 |
| no SICR trigger | 44 | 5,500,000 | 69,052.93 |
| DPD > 30 backstop | 4 | 500,000 | 25,000 |
| PD deterioration | 1 | 150,000 | 7,500 |
| watchlist | 1 | 150,000 | 7,500 |
| restructured (forborne) | 1 | 150,000 | 7,500 |
| cure probation (3/12 months) | 1 | 150,000 | 7,500 |
Validate vs reference run
Reproduce
| When | Status | Verdict | Accounts differ | Max Δ |
|---|---|---|---|---|
| No reproduction runs yet. | ||||
| Account | Stage | Final ECL |
|---|---|---|
| VL0000 | 3 | 25000.00 |
| VL0001 | 1 | 1066.27 |
| VL0002 | 1 | 1077.99 |
| VL0003 | 1 | 1089.71 |
| VL0004 | 1 | 1101.42 |
| VL0005 | 1 | 1113.14 |
| VL0006 | 1 | 1124.86 |
| VL0007 | 1 | 2321.76 |
| VL0008 | 1 | 1148.29 |
| VL0009 | 1 | 1160.01 |
| VL0010 | 2 | 5500.00 |
| VL0011 | 1 | 1183.44 |
| VL0012 | 1 | 1195.16 |
| VL0013 | 1 | 1206.88 |
| VL0014 | 1 | 2473.65 |
| VL0015 | 1 | 1230.31 |
| VL0016 | 1 | 1242.03 |
| VL0017 | 1 | 1253.75 |
| VL0018 | 1 | 1265.47 |
| VL0019 | 1 | 1277.18 |
| VL0020 | 2 | 6000.00 |
| VL0021 | 1 | 2625.54 |
| VL0022 | 1 | 1312.33 |
| VL0023 | 1 | 1324.05 |
| VL0024 | 1 | 1335.77 |
| VL0025 | 3 | 31250.00 |
| VL0026 | 1 | 1359.20 |
| VL0027 | 1 | 1370.92 |
| VL0028 | 1 | 2777.43 |
| VL0029 | 1 | 1394.36 |
| VL0030 | 2 | 6500.00 |
| VL0031 | 1 | 1417.79 |
| VL0032 | 1 | 1429.51 |
| VL0033 | 1 | 1441.22 |
| VL0034 | 1 | 1452.94 |
| VL0035 | 1 | 2929.32 |
| VL0036 | 1 | 1476.38 |
| VL0037 | 1 | 1488.09 |
| VL0038 | 1 | 1499.81 |
| VL0039 | 1 | 1511.53 |
| VL0040 | 2 | 7000.00 |
| VL0041 | 1 | 1534.96 |
| VL0042 | 1 | 3081.21 |
| VL0043 | 1 | 1558.40 |
| VL0044 | 1 | 1570.11 |
| VL0045 | 1 | 1581.83 |
| VL0046 | 1 | 1593.55 |
| VL0047 | 1 | 1605.27 |
| VL0048 | 1 | 1616.98 |
| VL0049 | 1 | 3233.10 |