ECL Workspace — Provisio

ProvisioECL Workspace

Example BankReporting dateRunNoneAssumption setVEHICLE_LOAN scenarios21 of 21 portfolios ready

Portfolio 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	Amortising balance	Staging policy v1	Ready
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
Commercial Real Estate	CRE 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

Thresholds come from the approved SICR configuration; no universal overdue ladder is assumed.

Low-default models Segmentation Model version sets Back-tests

Selected model · VEHICLE_LOAN v1 v1 — Vehicle Loan

Effective 26 Sept 2026

Details of the selected model version
Purpose	12-month and lifetime PD term structure
Applicable portfolios	Vehicle Loan
Methodology	Vasicek single-factor point-in-time PD with MEV regression
Historical period	2018Q1 – 2023Q3
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.

Open scenario variables