Default Rating
Calculation Of Weighted Average Rating & Default For Corporate & SME
Calculation Of Weighted Average Rating
For Corporate Of 2017 To 2019
| SL |
Scale |
Year 1 |
Year 2 |
Year 3 |
| 1 |
AAA |
0.00% |
0.00% |
0.00% |
| 2 |
AA |
0.00% |
0.00% |
0.00% |
| 3 |
A |
0.00% |
0.00% |
0.00% |
| 4 |
BBB |
1.33% |
0.89% |
0.92% |
| 5 |
BB |
12.54% |
15.25% |
9.84% |
| 6 |
B |
0.00% |
10.00% |
0.00% |
| 7 |
CCC |
0.00% |
0.00% |
0.00% |
| 8 |
CC |
0.00% |
0.00% |
0.00% |
| 9 |
C |
0.00% |
0.00% |
0.00% |
Calculation Of Weighted Average Default
For SME Of 2017 To 2019
| SL |
Scale |
Year 1 |
Year 2 |
Year 3 |
| 1 |
WCRME 1 / WCRSE 1 |
0.00% |
0.00% |
0.00% |
| 2 |
WCRME 2 / WCRSE 2 |
0.00% |
0.00% |
0.00% |
| 3 |
WCRME 3 / WCRSE 3 |
1.10% |
0.55% |
0.20% |
| 4 |
WCRME 4 / WCRSE 4 |
3.88% |
0.19% |
0.15% |
| 5 |
WCRME 5 / WCRSE 5 |
55.63% |
44.82% |
36.29% |
| 6 |
WCRME 6 / WCRSE 6 |
76.92% |
0.00% |
0.00% |
| 7 |
WCRME 7 / WCRSE 7 |
100.00% |
0.00% |
0.00% |