DEMO

VL0000

ModelVersion 6a215051b9a9449ca82aaa3d · snapshot 9da2a5d9a295…

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Stage
S3
Trigger: NPA (credit-impaired)
12m PD
2.17%
Lifetime PD
8.39%
LGD
100.00%
EAD
₹1,00,000
Model ECL
₹4,491.55
RBI floor
₹25,000.00
Final ECL
₹25,000.00
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%₹4,336.89
downside35%-1.10002.59%₹5,339.94
upside25%0.45001.71%₹3,551.25

LGD breakdown

ComponentValue
Collateral value0.0000
Haircut1.0000
Discounted recovery0.0000
Downturn multiplier1.2000
LGD1.0000
EAD amortization schedule
View data table
YearEAD
Y1₹1,00,000
Y2₹79,381
Y3₹56,081
Y4₹29,752