Expected loss (PD × LGD × EAD)
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EL = PD × LGD × EAD per exposure. Add every position in the book to get a portfolio-level expected loss — the standard first pass before running economic capital or provisioning numbers.
Total EAD
92,00,000
Portfolio expected loss
1,03,350
EL as % of EAD
1.12%
EAD-weighted avg PD / LGD
2.47% / 39.78%
Exposure breakdown
| Exposure | PD | LGD | EAD | Expected loss | EL % of EAD |
|---|---|---|---|---|---|
| Corporate loan A | 2.50% | 45.00% | 50,00,000 | 56,250 | 1.13% |
| SME facility B | 6.00% | 55.00% | 12,00,000 | 39,600 | 3.30% |
| Retail mortgage C | 1.00% | 25.00% | 30,00,000 | 7,500 | 0.25% |