Aurelia Bank
Credit Risk ConsoleExpected loss and RWA under three macro scenarios
Mild recession: PD ×1.85, LGD +6%
Adverse · vs. baseline
Central forecast — no additional stress applied
Baseline · vs. baseline
Mild recession: PD ×1.85, LGD +6%
Adverse · vs. baseline
Deep downturn with a property correction: PD ×3.4, LGD +14%
Severe · vs. baseline