Investor Presentaiton
Delinquency rate
ཚོ རཱྀ གཽ ཚོ ཚོ ཚོ ཚོ
5%
4%
ECL Modelling
Maturation
Maturation profile
0%
0
1
2 3 4
5 6 7
Time on Book (Years)
8
9
10 11 12
-Avg
% Delinquent
3%
1%
1%
༄། ཨཽ ༈ མཻ ། གཽ སྠཽ ༔
Delinquency rate
Portfolio Decomposition
Portfolio delinquency
5%
4%
3%
2%
1%
0%
0
1
2 3 4 5 6 7 8
Time on Book (Years)
9
10 11 12
-2001 -2002 -2003 -2004
Vintage
Vintage Quality: 12m and 24m Delinquency Rate
0%
2001
2002
2003
2004
Vintage
12m 60m
Relative conditions
2
1.5
1
0.5
-0.5
-1
-1.5
-2
0
Jan 01
Jun 03
Innovate
to Win!
Environment
Environment (exogenous)
Jan-04
Jan-05
Jan-05
lan 07
Date
Jan G8
GQ CHRY
Jan-11
Jan-12
Jan-13
Each product type will have their own
maturation profile, typically reaching a
plateau in default rates as the asset /
population matures.
The credit quality of different vintages
will reflect the risk appetite, market
conditions and lending standards in
place at the time of origination.
The remaining exogenous component
reflects seasonality, economic
fluctuations etc. Economic forecast
scenarios can be directly applied.
Page 25
EYView entire presentation