Probability of Default Unsaved changes

Probability of default model settings, scenarios, and floor configuration.

Historical Model Type

Historical Lookback Months

Use All Exposure

MEV PD Model

MEV Default Rate Type

Multiple Economic Scenarios

Baseline Scenario Weightage % Upturn Scenario Weightage % Downturn Scenario Weightage %

Total: 100%

Default Definition Bucket

B3 (Stage 2B)

Use PD Floor / Fallback PD

Transition Method

PD Smoothing

Use Portfolio Default Rate as Fallback

Search history

Setting	Previous value	Changed to	Changed by	Changed at
Baseline Scenario Weightage	70	60	Sarah Al-Rashid	Jun 8, 2025, 9:15 AM
Historical Lookback Months	24	36	Ahmed Hassan	May 14, 2025, 4:40 PM

ECL IFRS 9