DEMO

VL0020

ModelVersion 6a215051b9a9449ca82aaa3d · snapshot 9da2a5d9a295…

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Stage
S2
Trigger: DPD > 30 backstop
12m PD
2.17%
Lifetime PD
8.39%
LGD
49.50%
EAD
₹1,20,000
Model ECL
₹2,667.98
RBI floor
₹6,000.00
Final ECL
₹6,000.00
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%₹2,576.12
downside35%-1.10002.59%₹3,171.92
upside25%0.45001.71%₹2,109.44

LGD breakdown

ComponentValue
Collateral value130000.0000
Haircut0.3000
Discounted recovery65000.0000
Downturn multiplier1.2000
LGD0.4950
EAD amortization schedule
View data table
YearEAD
Y1₹1,20,000
Y2₹95,257
Y3₹67,297
Y4₹35,702