Portfolio Type | Scenario 1 | |
Basel I | Basel II | |
Small Enterprises (non-defaulted) | 6,694,840.59 | 6,034,868.56 |
Small Enterprises (defaulted) | 476,987.56 | - |
Large Corporate (non-defaulted) | 12,931,053.22 | 13,985,857.46 |
Large Corporate (defaulted) | 1,764,265.63 | - |
Mortgage LTV < 75% (non-defaulted) | 6,908,616.28 | 2,317,097.28 |
Mortgage LTV < 75% (defaulted) | 363,853.67 | - |
Mortgage LTV > 75% (non-defaulted) | 662,528.46 | 459,362.84 |
Mortgage LTV > 75% (defaulted) | 37,981.04 | - |
Retail (non-defaulted) | 5,671,852.30 | 4,057,904.02 |
Retail (defaulted) | 543,242.98 | - |