Scenario Sets
Macroeconomic scenario weightings used to probability-weight ECL.
| Name | Weighting | Scenarios | Status | |
|---|---|---|---|---|
| VEHICLE_LOAN scenarios | ecl | base 40% · downside 35% · upside 25% | Approved | |
| CORP scenarios | ecl | base 40% · downside 35% · upside 25% | Approved | |
| CARD scenarios | ecl | base 40% · downside 35% · upside 25% | Approved | |
| PERSONAL_LOAN scenarios | ecl | base 40% · downside 35% · upside 25% | Approved | |
| HOME_LOAN scenarios | ecl | base 40% · downside 35% · upside 25% | Approved | |
| JEWEL_LOAN scenarios | ecl | base 40% · downside 35% · upside 25% | Approved | |
| MORTGAGE_LOAN scenarios | ecl | base 40% · downside 35% · upside 25% | Approved | |
| EDUCATION_LOAN scenarios | ecl | base 40% · downside 35% · upside 25% | Approved | |
| RETAIL_OTHER scenarios | ecl | base 40% · downside 35% · upside 25% | Approved | |
| SME_COMMERCIAL scenarios | ecl | base 40% · downside 35% · upside 25% | Approved | |
| NON_SME_COMMERCIAL scenarios | ecl | base 40% · downside 35% · upside 25% | Approved | |
| AGRI_JEWEL scenarios | ecl | base 40% · downside 35% · upside 25% | Approved | |
| AGRI_OTHER scenarios | ecl | base 40% · downside 35% · upside 25% | Approved | |
| TEXTILE_COTTON scenarios | ecl | base 40% · downside 35% · upside 25% | Approved | |
| TEXTILE_MANMADE scenarios | ecl | base 40% · downside 35% · upside 25% | Approved | |
| TEXTILE_OTHERS scenarios | ecl | base 40% · downside 35% · upside 25% | Approved | |
| GEMS_JEWEL scenarios | ecl | base 40% · downside 35% · upside 25% | Approved | |
| CRE scenarios | ecl | base 40% · downside 35% · upside 25% | Approved | |
| RENT_FIN scenarios | ecl | base 40% · downside 35% · upside 25% | Approved | |
| CORPORATE_OTHERS scenarios | ecl | base 40% · downside 35% · upside 25% | Approved | |
| CORP_RATED scenarios | ecl | base 40% · downside 35% · upside 25% | Approved |