Summary
This is a consumer loan with monthly annuity payments, a fixed interest rate and a returned debit notedeferral.
Data Requirements
In order to fulfill the processing in view of regulatory reporting, the following basis data requirements were provided for this deal:
- Contractual agreement:
- For this deal, contractual deal data can be found at Consumer Loan with Annuity and Return Debit Note Deferral (727728-CKDF_LN-RDN1Defer1-Consumer-Annuity)
- The delivered product type is "CONSUMLN" (consumer loan).
- Customer data:
- For this deal, a customer rating is not available since the customer is a private customer.
- The delivered customer type is "PRIVCUST" (private customer).
- Other customer information was delivered as part of customer data.
Risk-Weighted Assets (RWA)
Due to the facts that
- this deal belongs to a private customer
- the product type is an installment loan
- this deal is not a "past due loan"
- the exposure exceeds 0.2% of the total retail portfolio
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Since there is no collateral provided, the amount of RWA for this deals equals 100% of its contractual residual debt.
Expected Credit Loss (ECL)
In the context of ECL calculation, the deal is processed in several steps:
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