Coreunda — Sample Report

18

Contracts

21,778

Total principal

447

12-month ECL (2.05%)

449

Lifetime ECL (2.06%)

Scenario probability weights

Proposed by the scenario engine from the bootstrap ensemble — this is a starting point for the customer's model governance function to review and approve, not a final answer the platform decides on its own.

Macro scenario curves — unemployment_rate

The curve actually driving the ECL above: each named scenario's path for the ranking variable, across the horizon. This is the transparency the platform is built around — every number traces back to a visible assumption, not a black box.

WorseBadBaseGoodBetter

gdp_growth

cpi_inflation

Lifetime ECL by risk band

Lifetime ECL by product type

Contract-level drill-down

Pick any contract to see its full monthly ECL path under every scenario — the same breakdown a customer-facing explainability export would draw from, per contract, per month, per scenario.

BNPL-000000 C risk band installment 1 months remaining record hash 05472dec3ffffbb2

Monthly ECL across the remaining term, one line per scenario — the full breakdown, not a single blended number.

Scenario	Weight	12-month ECL	Lifetime ECL
Worse	7.40%	0.91	0.91
Bad	25.70%	0.78	0.78
Base	32.60%	0.69	0.69
Good	27.25%	0.61	0.61
Better	7.05%	0.42	0.42
Blended	100%	0.69	0.69

BNPL-000001 D risk band revolving 14 months remaining record hash 8f4fed27eefca2dd

Monthly ECL across the remaining term, one line per scenario — the full breakdown, not a single blended number.

Scenario	Weight	12-month ECL	Lifetime ECL
Worse	7.40%	239.64	252.95
Bad	25.70%	137.73	137.73
Base	32.60%	84.02	84.02
Good	27.25%	48.54	48.54
Better	7.05%	16.82	16.82
Blended	100%	94.93	95.92

BNPL-000002 D risk band installment 4 months remaining record hash 2d96059ce9bba66c

Monthly ECL across the remaining term, one line per scenario — the full breakdown, not a single blended number.

Scenario	Weight	12-month ECL	Lifetime ECL
Worse	7.40%	19.30	19.30
Bad	25.70%	14.62	14.62
Base	32.60%	11.69	11.69
Good	27.25%	8.87	8.87
Better	7.05%	4.17	4.17
Blended	100%	11.71	11.71

BNPL-000003 B risk band installment 13 months remaining record hash feec59692231c64a

Monthly ECL across the remaining term, one line per scenario — the full breakdown, not a single blended number.

Scenario	Weight	12-month ECL	Lifetime ECL
Worse	7.40%	14.04	14.13
Bad	25.70%	10.39	10.43
Base	32.60%	8.11	8.11
Good	27.25%	5.97	5.97
Better	7.05%	3.39	3.39
Blended	100%	8.22	8.24

BNPL-000004 B risk band installment 8 months remaining record hash 9500e574c9a373fe

Monthly ECL across the remaining term, one line per scenario — the full breakdown, not a single blended number.

Scenario	Weight	12-month ECL	Lifetime ECL
Worse	7.40%	5.50	5.50
Bad	25.70%	4.32	4.32
Base	32.60%	3.56	3.56
Good	27.25%	2.83	2.83
Better	7.05%	1.74	1.74
Blended	100%	3.57	3.57

BNPL-000005 D risk band installment 6 months remaining record hash 7a5da5121d31d55a

Monthly ECL across the remaining term, one line per scenario — the full breakdown, not a single blended number.

Scenario	Weight	12-month ECL	Lifetime ECL
Worse	7.40%	4.44	4.44
Bad	25.70%	3.24	3.24
Base	32.60%	2.49	2.49
Good	27.25%	1.77	1.77
Better	7.05%	0.74	0.74
Blended	100%	2.51	2.51

BNPL-000006 A risk band installment 20 months remaining record hash 8f61841812c26375

Monthly ECL across the remaining term, one line per scenario — the full breakdown, not a single blended number.

Scenario	Weight	12-month ECL	Lifetime ECL
Worse	7.40%	4.48	4.98
Bad	25.70%	3.48	3.73
Base	32.60%	2.85	2.96
Good	27.25%	2.25	2.27
Better	7.05%	1.46	1.46
Blended	100%	2.87	3.01

BNPL-000007 D risk band revolving 4 months remaining record hash 5838f5875d777931

Monthly ECL across the remaining term, one line per scenario — the full breakdown, not a single blended number.

Scenario	Weight	12-month ECL	Lifetime ECL
Worse	7.40%	104.10	104.10
Bad	25.70%	75.88	75.88
Base	32.60%	58.65	58.65
Good	27.25%	42.11	42.11
Better	7.05%	16.60	16.60
Blended	100%	58.97	58.97

BNPL-000008 D risk band installment 3 months remaining record hash 5dd17c877303c6b4

Monthly ECL across the remaining term, one line per scenario — the full breakdown, not a single blended number.

Scenario	Weight	12-month ECL	Lifetime ECL
Worse	7.40%	2.67	2.67
Bad	25.70%	2.07	2.07
Base	32.60%	1.68	1.68
Good	27.25%	1.32	1.32
Better	7.05%	0.68	0.68
Blended	100%	1.68	1.68

BNPL-000009 C risk band installment 15 months remaining record hash 0297cf16dff08227

Monthly ECL across the remaining term, one line per scenario — the full breakdown, not a single blended number.

Scenario	Weight	12-month ECL	Lifetime ECL
Worse	7.40%	39.15	40.05
Bad	25.70%	26.76	26.91
Base	32.60%	19.17	19.17
Good	27.25%	12.87	12.87
Better	7.05%	6.06	6.06
Blended	100%	19.96	20.06

BNPL-000010 B risk band revolving 3 months remaining record hash 35248d0b5ccc2002

Monthly ECL across the remaining term, one line per scenario — the full breakdown, not a single blended number.

Scenario	Weight	12-month ECL	Lifetime ECL
Worse	7.40%	0.91	0.91
Bad	25.70%	0.74	0.74
Base	32.60%	0.64	0.64
Good	27.25%	0.54	0.54
Better	7.05%	0.36	0.36
Blended	100%	0.64	0.64

BNPL-000011 B risk band installment 1 months remaining record hash 6ca7291a1bfb00d2

Monthly ECL across the remaining term, one line per scenario — the full breakdown, not a single blended number.

Scenario	Weight	12-month ECL	Lifetime ECL
Worse	7.40%	1.90	1.90
Bad	25.70%	1.67	1.67
Base	32.60%	1.52	1.52
Good	27.25%	1.37	1.37
Better	7.05%	1.04	1.04
Blended	100%	1.51	1.51

BNPL-000012 B risk band installment 1 months remaining record hash c9effa58e2e526a2

Monthly ECL across the remaining term, one line per scenario — the full breakdown, not a single blended number.

Scenario	Weight	12-month ECL	Lifetime ECL
Worse	7.40%	0.11	0.11
Bad	25.70%	0.10	0.10
Base	32.60%	0.09	0.09
Good	27.25%	0.08	0.08
Better	7.05%	0.06	0.06
Blended	100%	0.09	0.09

BNPL-000013 C risk band installment 3 months remaining record hash 5876f32a181d6f81

Monthly ECL across the remaining term, one line per scenario — the full breakdown, not a single blended number.

Scenario	Weight	12-month ECL	Lifetime ECL
Worse	7.40%	9.08	9.08
Bad	25.70%	7.38	7.38
Base	32.60%	6.28	6.28
Good	27.25%	5.20	5.20
Better	7.05%	3.27	3.27
Blended	100%	6.26	6.26

BNPL-000014 C risk band installment 6 months remaining record hash 901fa404d353b6a6

Monthly ECL across the remaining term, one line per scenario — the full breakdown, not a single blended number.

Scenario	Weight	12-month ECL	Lifetime ECL
Worse	7.40%	48.39	48.39
Bad	25.70%	37.33	37.33
Base	32.60%	30.30	30.30
Good	27.25%	23.40	23.40
Better	7.05%	12.74	12.74
Blended	100%	30.33	30.33

BNPL-000015 C risk band installment 4 months remaining record hash c25db4d730fa1db3

Monthly ECL across the remaining term, one line per scenario — the full breakdown, not a single blended number.

Scenario	Weight	12-month ECL	Lifetime ECL
Worse	7.40%	6.59	6.59
Bad	25.70%	5.26	5.26
Base	32.60%	4.40	4.40
Good	27.25%	3.56	3.56
Better	7.05%	2.14	2.14
Blended	100%	4.39	4.39

BNPL-000016 E risk band installment 24 months remaining record hash e3055a999e826cf5

Monthly ECL across the remaining term, one line per scenario — the full breakdown, not a single blended number.

Scenario	Weight	12-month ECL	Lifetime ECL
Worse	7.40%	413.56	429.58
Bad	25.70%	233.24	233.24
Base	32.60%	141.30	141.30
Good	27.25%	78.39	78.39
Better	7.05%	21.78	21.78
Blended	100%	159.51	160.69

BNPL-000017 D risk band installment 9 months remaining record hash 5502e31ab07c1241

Monthly ECL across the remaining term, one line per scenario — the full breakdown, not a single blended number.

Scenario	Weight	12-month ECL	Lifetime ECL
Worse	7.40%	76.23	76.23
Bad	25.70%	52.55	52.55
Base	32.60%	37.93	37.93
Good	27.25%	24.78	24.78
Better	7.05%	9.64	9.64
Blended	100%	38.94	38.94