DEMO

VL0010

ModelVersion 6a215051b9a9449ca82aaa3d · snapshot 9da2a5d9a295…

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Stage
S2
Trigger: DPD > 30 backstop
12m PD
2.17%
Lifetime PD
8.39%
LGD
49.09%
EAD
₹1,10,000
Model ECL
₹2,425.44
RBI floor
₹5,500.00
Final ECL
₹5,500.00
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%₹2,341.92
downside35%-1.10002.59%₹2,883.57
upside25%0.45001.71%₹1,917.68

LGD breakdown

ComponentValue
Collateral value120000.0000
Haircut0.3000
Discounted recovery60000.0000
Downturn multiplier1.2000
LGD0.4909
EAD amortization schedule
View data table
YearEAD
Y1₹1,10,000
Y2₹87,319
Y3₹61,689
Y4₹32,727