DEMO

VL0035

ModelVersion 6a215051b9a9449ca82aaa3d · snapshot 9da2a5d9a295…

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Stage
S1
Trigger: no SICR trigger
12m PD
2.17%
Lifetime PD
8.39%
LGD
100.00%
EAD
₹1,35,000
Model ECL
₹2,929.32
RBI floor
₹1,350.00
Final ECL
₹2,929.32
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%₹2,824.96
downside35%-1.10002.59%₹3,494.66
upside25%0.45001.71%₹2,304.80

LGD breakdown

ComponentValue
Collateral value0.0000
Haircut1.0000
Discounted recovery0.0000
Downturn multiplier1.2000
LGD1.0000
EAD amortization schedule
View data table
YearEAD
Y1₹1,35,000
Y2₹1,07,164
Y3₹75,709
Y4₹40,165