Example Bank▾Reporting date▾Run▾Assumption setVEHICLE_LOAN scenarios21 of 21 portfolios readyPortfolio assignments
| Portfolio | PD model | LGD model | Exposure method | Staging policy | Status |
|---|
| Vehicle Loan | VEHICLE_LOAN v1 v1 | Workout LGD v1 | Amortising balance | Staging policy v1 | Ready |
|---|
| Corporate | CORP v1 v1 | Workout LGD v1 |
|---|
| Credit Card | CARD v1 v1 | Workout LGD v1 | Limit utilisation | Staging policy v1 | Ready |
|---|
| Corporate (Rated) | CORP_RATED v1 v1 | Workout LGD v1 | Amortising balance | Staging policy v1 | Ready |
|---|
| Personal Loan | PERSONAL_LOAN v1 v1 | Workout LGD v1 | Amortising balance | Staging policy v1 | Ready |
|---|
| Home Loan | HOME_LOAN v1 v1 | Workout LGD v1 | Amortising balance | Staging policy v1 | Ready |
|---|
| Retail Jewel Loan | JEWEL_LOAN v1 v1 | Workout LGD v1 | Amortising balance | Staging policy v1 | Ready |
|---|
| Mortgage Loan | MORTGAGE_LOAN v1 v1 | Workout LGD v1 | Amortising balance | Staging policy v1 | Ready |
|---|
| Education Loan | EDUCATION_LOAN v1 v1 | Workout LGD v1 | Amortising balance | Staging policy v1 | Ready |
|---|
| Retail Other | RETAIL_OTHER v1 v1 | Workout LGD v1 | Amortising balance | Staging policy v1 | Ready |
|---|
| SME Commercial | SME_COMMERCIAL v1 v1 | Workout LGD v1 | Amortising balance | Staging policy v1 | Ready |
|---|
| Non-SME Commercial | NON_SME_COMMERCIAL v1 v1 | Workout LGD v1 | Amortising balance | Staging policy v1 | Ready |
|---|
| Agri Jewel Loan | AGRI_JEWEL v1 v1 | Workout LGD v1 | Amortising balance | Staging policy v1 | Ready |
|---|
| Agri Other Loan | AGRI_OTHER v1 v1 | Workout LGD v1 | Amortising balance | Staging policy v1 | Ready |
|---|
| Textile Cotton | TEXTILE_COTTON v1 v1 | Workout LGD v1 | Amortising balance | Staging policy v1 | Ready |
|---|
| Textile ManMade | TEXTILE_MANMADE v1 v1 | Workout LGD v1 | Amortising balance | Staging policy v1 | Ready |
|---|
| Textile Others | TEXTILE_OTHERS v1 v1 | Workout LGD v1 | Amortising balance | Staging policy v1 | Ready |
|---|
| Gems & Jewellery | GEMS_JEWEL v1 v1 | Workout LGD v1 | Amortising balance | Staging policy v1 | Ready |
|---|
| Rent Finance | RENT_FIN v1 v1 | Workout LGD v1 | Amortising balance | Staging policy v1 | Ready |
|---|
| Corporate Others | CORPORATE_OTHERS v1 v1 | Workout LGD v1 | Amortising balance | Staging policy v1 | Ready |
|---|
PD chance of default · LGD loss percentage if default occurs · EAD exposure when default occurs.
Staging policy — Staging policy v1
| Trigger | Evidence used | Result |
|---|
| Days past due backstop | dpd > 30 from the loan master | Stage 2 |
|---|
| PD deterioration | 12-month PD ≥ 2.0× origination PD or +5.00 pp | Stage 2 |
|---|
| Watchlist designation | is_watchlist flag | Stage 2 |
|---|
| Restructuring flag | is_restructured flag | Stage 2 |
|---|
| Default / NPA status | is_npa flag or dpd > 90 | Stage 3 |
|---|
| Cure | 12 months performing after Stage 2 | Return to Stage 1 |
|---|
Thresholds come from the approved SICR configuration; no universal overdue ladder is assumed.
Selected model · CRE v1 v1 — Commercial Real Estate
Effective 16 Sept 2026Details of the selected model version| Purpose | 12-month and lifetime PD term structure |
|---|
| Applicable portfolios | Commercial Real Estate |
|---|
| Methodology | Vasicek single-factor point-in-time PD with MEV regression |
|---|
| Historical period | 2018Q1 – 2021Q2 |
|---|
| Parameters | 4 · sourced from Calibrated in Provisio from the uploaded default history |
|---|
| Validation evidence | Not recorded |
|---|
| Known limitations | Not recorded |
|---|
Economic scenarios — VEHICLE_LOAN scenarios
| Scenario | Weight | Assumption set |
|---|
| Base | 40% | forward Z -0.30 |
|---|
| Downside | 35% | forward Z -1.10 |
|---|
| Upside | 25% | forward Z +0.45 |
|---|
| Total | 100% | Weights valid |
|---|
Forward-looking information affects both deterioration assessment and loss estimation. Editing creates a draft set for a future run.