Credit Risk Matrix | RegX³ Portfolio Sentinel

Standardized Capital (8%)

$11.1M

Call Report Basel III 100% Floor

Economic Capital (A-IRB)

$12.9M

Risk-Sensitive Vasicek Model

Capital Arbitrage

-$1.8M

Economic Capital Deficit

Relationship EP Tiers

4 Prem | 0 Hurdle | 4 Disc

Tier-1 Institutional Value Tiers

Asset Class:

Credit Attributes:

Collateral Cutoff: 0

Spatial Risk Plot: X = PD Grade | Y = ILI Loss Score | Size = Exposure ($ DHE) ● Pass | ● OAEM | ● Classified

Loan ID ⇕	Borrower ⇕	Segment ⇕	Type ⇕	Commitment ⇕	Outstanding ⇕	Rating ⇕	Status ⇕	Policy Limit	Economic Cap ⇕	Capital Arbitrage ⇕	EP Tier ⇕	Maturity ⇕

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