Portfolio Type | Balance | RWBasel I | RWIRB | ||
Scenario | |||||
1 | 2 | 3 | |||
Small Enterprises (non-defaulted) | 3,029,998.20 | 100% | 92.72% | 74.68% | 72.57% |
Small Enterprises (defaulted) | 133,887.90 | 100% | 0.00% | 0.00% | 0.00% |
Large Corporate (non-defaulted) | 8,787,838.80 | 100% | 102.32% | 95.27% | 83.95% |
Large Corporate (defaulted) | 562,380.10 | 100% | 0.00% | 0.00% | 0.00% |
Mortgage LTV < 75% (non-defaulted) | 2,707,838.00 | 50% | 14.79% | 7.40% | 3.70% |
Mortgage LTV < 75% (defaulted) | 96,409.00 | 50% | 0.00% | 0.00% | 0.00% |
Mortgage LTV > 75% (non-defaulted) | 1,227,767.00 | 50% | 33.28% | 25.88% | 18.49% |
Mortgage LTV > 75% (defaulted) | 86,822.00 | 50% | 0.00% | 0.00% | 0.00% |
Retail (non-defaulted) | 2,007,165.00 | 100% | 75.77% | 68.88% | 59.04% |
Retail (defaulted) | 301,757.00 | 100% | 0.00% | 0.00% | 0.00% |