DEMO

VL0004

ModelVersion 6a215051b9a9449ca82aaa3d · snapshot 9da2a5d9a295…

Back to run
Stage
S1
Trigger: no SICR trigger
12m PD
2.17%
Lifetime PD
8.39%
LGD
48.81%
EAD
₹1,04,000
Model ECL
₹1,101.42
RBI floor
₹1,040.00
Final ECL
₹1,101.42
Inputs
EIR
12.00%
Tenor (yrs)
4.00
Weighting mode
ecl
Weighted 12m PD
2.17%

Per-scenario

ScenarioWeightFwd Z12m PDModel ECL
base40%-0.29542.09%₹1,062.19
downside35%-1.10002.59%₹1,313.99
upside25%0.45001.71%₹866.61

LGD breakdown

ComponentValue
Collateral value114000.0000
Haircut0.3000
Discounted recovery57000.0000
Downturn multiplier1.2000
LGD0.4881
EAD amortization schedule
View data table
YearEAD
Y1₹1,04,000
Y2₹82,556
Y3₹58,324
Y4₹30,942