DEMO

VL0027

ModelVersion 6a215051b9a9449ca82aaa3d · snapshot 9da2a5d9a295…

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Stage
S1
Trigger: no SICR trigger
12m PD
2.17%
Lifetime PD
8.39%
LGD
49.75%
EAD
₹1,27,000
Model ECL
₹1,370.92
RBI floor
₹1,270.00
Final ECL
₹1,370.92
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%₹1,322.08
downside35%-1.10002.59%₹1,635.50
upside25%0.45001.71%₹1,078.65

LGD breakdown

ComponentValue
Collateral value137000.0000
Haircut0.3000
Discounted recovery68500.0000
Downturn multiplier1.2000
LGD0.4975
EAD amortization schedule
View data table
YearEAD
Y1₹1,27,000
Y2₹1,00,813
Y3₹71,222
Y4₹37,785