DEMO

VL0025

ModelVersion 6a215051b9a9449ca82aaa3d · snapshot 9da2a5d9a295…

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Stage
S3
Trigger: NPA (credit-impaired)
12m PD
2.17%
Lifetime PD
8.39%
LGD
49.68%
EAD
₹1,25,000
Model ECL
₹2,789.25
RBI floor
₹31,250.00
Final ECL
₹31,250.00
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%₹2,693.21
downside35%-1.10002.59%₹3,316.10
upside25%0.45001.71%₹2,205.33

LGD breakdown

ComponentValue
Collateral value135000.0000
Haircut0.3000
Discounted recovery67500.0000
Downturn multiplier1.2000
LGD0.4968
EAD amortization schedule
View data table
YearEAD
Y1₹1,25,000
Y2₹99,226
Y3₹70,101
Y4₹37,190