DEMO

VL0041

ModelVersion 6a215051b9a9449ca82aaa3d · snapshot 9da2a5d9a295…

Back to run
Stage
S1
Trigger: no SICR trigger
12m PD
2.17%
Lifetime PD
8.39%
LGD
50.17%
EAD
₹1,41,000
Model ECL
₹1,534.96
RBI floor
₹1,410.00
Final ECL
₹1,534.96
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%₹1,480.28
downside35%-1.10002.59%₹1,831.20
upside25%0.45001.71%₹1,207.72

LGD breakdown

ComponentValue
Collateral value151000.0000
Haircut0.3000
Discounted recovery75500.0000
Downturn multiplier1.2000
LGD0.5017
EAD amortization schedule
View data table
YearEAD
Y1₹1,41,000
Y2₹1,11,927
Y3₹79,074
Y4₹41,950