Credit Risk & Default Prediction Report

Predicted Probability of Default (PD) Trend - Portfolio Average

Year Probability of Default (%) 2.2 2.3 2.4 2.5 2.6 2.7 2.8 2021 2022 2023 2024 2025 (Pred)

Key Risk Metrics - Current vs Predicted

AVG. PORTFOLIO PD 2.5% 2.8% Pred
EXPECTED LOSS (EL) $1.2M $1.4M Pred
HIGH RISK CUSTOMERS 15% 17% Pred

Probability of Default Distribution - Customer Segments

Probability of Default (%) 0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5 Segment A Segment B Segment C Segment D

PD by Customer Segment - Comparison

Probability of Default (%) 0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5 Segment A Segment B Segment C Segment D

Risk Exposure Matrix - Customer Segment vs. Risk Category

Segment A Segment B Segment C Segment D Risk Exposure (Millions USD) 0 50 100 150 200 250 300 350 Low Risk Medium Risk High Risk

Overall Portfolio Risk Score

Risk Score: 65/100