Loss Given Default

Period	Model Type	Status	Created At	Approved At	Period Status
December 2024	Realized LGD	Approved	Dec 15, 2024 10:30	Dec 16, 2024 14:20	Locked
November 2024	Realized LGD	Approval in Process	Nov 15, 2024 14:20	-	Unlocked
October 2024	Realized LGD	Completed	Oct 15, 2024 09:15	-	Unlocked

Year	Month	Discount Rate (%)	Actions
2024	December	5.25
2024	November	5.20

Model Type *

Calculation As Of Date *

Historical Lookback Years

Recovery Horizon Months

LGD Floor Percent (%)

Portfolio Grouping

Discount Recoveries

Discount Rate Method

Floor Recovery Cost (%)

Forecast Recoveries

Forecast Development Factor

Include Cure Loans

Time Weighting Method

Macroeconomic Adjustment

Collateral Recovery Included

Collateral Haircut

Rule Script

SQL code for validation (e.g., ensure non-negative values, exclude certain loan cases)

Stage	Corporate Loans	Retail Banking	SME Banking
Stage 1	32.5%	25.4%	38.2%
Stage 2A	35.2%	28.5%	40.5%
Stage 2B	38.8%	31.2%	42.1%
Stage 3A	45.5%	38.8%	48.2%
Stage 3B	52.3%	45.6%	55.8%

Year *

Month *

Discount Rate (%) *

Year

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Month

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Discount Rate (%)

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LGD Configuration