DEMO

VL0040

ModelVersion 6a215051b9a9449ca82aaa3d · snapshot 9da2a5d9a295…

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Stage
S2
Trigger: DPD > 30 backstop
12m PD
2.17%
Lifetime PD
8.39%
LGD
50.14%
EAD
₹1,40,000
Model ECL
₹3,153.07
RBI floor
₹7,000.00
Final ECL
₹7,000.00
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%₹3,044.50
downside35%-1.10002.59%₹3,748.64
upside25%0.45001.71%₹2,492.98

LGD breakdown

ComponentValue
Collateral value150000.0000
Haircut0.3000
Discounted recovery75000.0000
Downturn multiplier1.2000
LGD0.5014
EAD amortization schedule
View data table
YearEAD
Y1₹1,40,000
Y2₹1,11,133
Y3₹78,513
Y4₹41,652