Portfolio Type | Scenario 1 | Scenario 2 | Scenario 3 | |||
Basel I | Basel II | Basel I | Basel II | Basel I | Basel II | |
Small Enterprises (non-defaulted) | 3,001,826 | 2,809,414 | 2,968,788 | 2,262,802 | 2,959,142 | 2,198,869 |
Small Enterprises (defaulted) | 116,788 | - | 123,205 | - | 122,473 | - |
Large Corporate (non-defaulted) | 8,813,877 | 8,991,716 | 8,754,675 | 8,372,174 | 8,667,594 | 7,377,390 |
Large Corporate (defaulted) | 490,555 | - | 517,511 | - | 514,435 | - |
Mortgage LTV < 75% (non-defaulted) | 1,232,151 | 400,489 | 1,261,884 | 200,380 | 1,247,035 | 100,190 |
Mortgage LTV < 75% (defaulted) | 42,048 | - | 44,358 | - | 44,094 | - |
Mortgage LTV > 75% (non-defaulted) | 587,665 | 408,600 | 590,256 | 317,746 | 580,901 | 227,014 |
Mortgage LTV > 75% (defaulted) | 37,866 | - | 39,947 | - | 39,710 | - |
Retail (non-defaulted) | 1,945,052 | 1,520,828 | 1,957,329 | 1,382,535 | 1,937,075 | 1,185,030 |
Retail (defaulted) | 263,218 | - | 277,681 | - | 276,031 | - |