stress_testing_inputs.csv

segment,segment_label,product,scenario,scenario_label,base_pd_decimal,base_lgd_decimal,base_expected_loss_rate_decimal,pd_stress_multiplier,lgd_stress_multiplier,ccf_stress_multiplier,pd_upper_band_decimal,stressed_pd_decimal,stressed_lgd_decimal,stressed_expected_loss_rate_decimal,stressed_el_rate_incl_ead_decimal,macro_path,as_of_date
commercial_property,Commercial Property,commercial_property,base,Base (current environment),0.022,0.20873,0.004592,1.0,1.0,1.0,0.05,0.022,0.20873,0.004592,0.004592,"Current conditions, no recession overlay. GDP growth around trend, unemployment broadly stable, cash rate and property prices at the latest observed levels (RBA SMP / FSR baseline).",2025-09-30
commercial_property,Commercial Property,commercial_property,mild,Mild recession (Basel CRE36.51 minimum),0.022,0.20873,0.004592,1.5,1.2,1.1,0.05,0.05,0.250476,0.012524,0.013776,"Basel CRE36.51 mandatory minimum — two consecutive quarters of zero GDP growth. Unemployment rises ~1.0-1.5pp, modest property-price softening (~5-10%), and some drawdown of undrawn limits as borrowers seek liquidity (PD/LGD/EAD all stressed).",2025-09-30
commercial_property,Commercial Property,commercial_property,severe,Severe recession (GFC-like),0.022,0.20873,0.004592,2.5,1.4,1.25,0.05,0.055,0.292222,0.016072,0.02009,"GFC-like severe-but-plausible downturn (APS 220 para 72). Multi-quarter contraction, unemployment +3-4pp, property prices -20% to -30%, and a sharp utilisation spike on revolving facilities into default.",2025-09-30
corporate_general,Corporate General,corporate_general,base,Base (current environment),0.016959,0.454809,0.007713,1.0,1.0,1.0,,0.016959,0.454809,0.007713,0.007713,"Current conditions, no recession overlay. GDP growth around trend, unemployment broadly stable, cash rate and property prices at the latest observed levels (RBA SMP / FSR baseline).",2025-09-30
corporate_general,Corporate General,corporate_general,mild,Mild recession (Basel CRE36.51 minimum),0.016959,0.454809,0.007713,1.5,1.2,1.1,,0.025438,0.545771,0.013884,0.015272,"Basel CRE36.51 mandatory minimum — two consecutive quarters of zero GDP growth. Unemployment rises ~1.0-1.5pp, modest property-price softening (~5-10%), and some drawdown of undrawn limits as borrowers seek liquidity (PD/LGD/EAD all stressed).",2025-09-30
corporate_general,Corporate General,corporate_general,severe,Severe recession (GFC-like),0.016959,0.454809,0.007713,2.5,1.4,1.25,,0.042397,0.636733,0.026996,0.033745,"GFC-like severe-but-plausible downturn (APS 220 para 72). Multi-quarter contraction, unemployment +3-4pp, property prices -20% to -30%, and a sharp utilisation spike on revolving facilities into default.",2025-09-30
corporate_sme,Corporate SME,term_loan,base,Base (current environment),0.028,0.418057,0.011706,1.0,1.0,1.0,0.06,0.028,0.418057,0.011706,0.011706,"Current conditions, no recession overlay. GDP growth around trend, unemployment broadly stable, cash rate and property prices at the latest observed levels (RBA SMP / FSR baseline).",2025-09-30
corporate_sme,Corporate SME,term_loan,mild,Mild recession (Basel CRE36.51 minimum),0.028,0.418057,0.011706,1.5,1.2,1.1,0.06,0.06,0.501668,0.0301,0.03311,"Basel CRE36.51 mandatory minimum — two consecutive quarters of zero GDP growth. Unemployment rises ~1.0-1.5pp, modest property-price softening (~5-10%), and some drawdown of undrawn limits as borrowers seek liquidity (PD/LGD/EAD all stressed).",2025-09-30
corporate_sme,Corporate SME,term_loan,severe,Severe recession (GFC-like),0.028,0.418057,0.011706,2.5,1.4,1.25,0.06,0.07,0.58528,0.04097,0.051212,"GFC-like severe-but-plausible downturn (APS 220 para 72). Multi-quarter contraction, unemployment +3-4pp, property prices -20% to -30%, and a sharp utilisation spike on revolving facilities into default.",2025-09-30
development,Development,development,base,Base (current environment),0.018,0.35,0.0063,1.0,1.0,1.0,0.05,0.018,0.35,0.0063,0.0063,"Current conditions, no recession overlay. GDP growth around trend, unemployment broadly stable, cash rate and property prices at the latest observed levels (RBA SMP / FSR baseline).",2024-12-31
development,Development,development,mild,Mild recession (Basel CRE36.51 minimum),0.018,0.35,0.0063,1.5,1.2,1.1,0.05,0.05,0.42,0.021,0.0231,"Basel CRE36.51 mandatory minimum — two consecutive quarters of zero GDP growth. Unemployment rises ~1.0-1.5pp, modest property-price softening (~5-10%), and some drawdown of undrawn limits as borrowers seek liquidity (PD/LGD/EAD all stressed).",2024-12-31
development,Development,development,severe,Severe recession (GFC-like),0.018,0.35,0.0063,2.5,1.4,1.25,0.05,0.05,0.49,0.0245,0.030625,"GFC-like severe-but-plausible downturn (APS 220 para 72). Multi-quarter contraction, unemployment +3-4pp, property prices -20% to -30%, and a sharp utilisation spike on revolving facilities into default.",2024-12-31
financial_institution,Financial Institution,financial_institution,base,Base (current environment),0.004938,0.489287,0.002416,1.0,1.0,1.0,,0.004938,0.489287,0.002416,0.002416,"Current conditions, no recession overlay. GDP growth around trend, unemployment broadly stable, cash rate and property prices at the latest observed levels (RBA SMP / FSR baseline).",2025-09-30
financial_institution,Financial Institution,financial_institution,mild,Mild recession (Basel CRE36.51 minimum),0.004938,0.489287,0.002416,1.5,1.2,1.1,,0.007407,0.587144,0.004349,0.004784,"Basel CRE36.51 mandatory minimum — two consecutive quarters of zero GDP growth. Unemployment rises ~1.0-1.5pp, modest property-price softening (~5-10%), and some drawdown of undrawn limits as borrowers seek liquidity (PD/LGD/EAD all stressed).",2025-09-30
financial_institution,Financial Institution,financial_institution,severe,Severe recession (GFC-like),0.004938,0.489287,0.002416,2.5,1.4,1.25,,0.012345,0.685002,0.008456,0.01057,"GFC-like severe-but-plausible downturn (APS 220 para 72). Multi-quarter contraction, unemployment +3-4pp, property prices -20% to -30%, and a sharp utilisation spike on revolving facilities into default.",2025-09-30
residential_mortgage,Residential Mortgage,residential_mortgage,base,Base (current environment),0.008,0.173687,0.001389,1.0,1.0,1.0,,0.008,0.173687,0.001389,0.001389,"Current conditions, no recession overlay. GDP growth around trend, unemployment broadly stable, cash rate and property prices at the latest observed levels (RBA SMP / FSR baseline).",2025-09-30
residential_mortgage,Residential Mortgage,residential_mortgage,mild,Mild recession (Basel CRE36.51 minimum),0.008,0.173687,0.001389,1.5,1.2,1.1,,0.012,0.208424,0.002501,0.002751,"Basel CRE36.51 mandatory minimum — two consecutive quarters of zero GDP growth. Unemployment rises ~1.0-1.5pp, modest property-price softening (~5-10%), and some drawdown of undrawn limits as borrowers seek liquidity (PD/LGD/EAD all stressed).",2025-09-30
residential_mortgage,Residential Mortgage,residential_mortgage,severe,Severe recession (GFC-like),0.008,0.173687,0.001389,2.5,1.4,1.25,,0.02,0.243162,0.004863,0.006079,"GFC-like severe-but-plausible downturn (APS 220 para 72). Multi-quarter contraction, unemployment +3-4pp, property prices -20% to -30%, and a sharp utilisation spike on revolving facilities into default.",2025-09-30
retail_other,Retail Other,retail_other,base,Base (current environment),0.015546,0.363578,0.005652,1.0,1.0,1.0,,0.015546,0.363578,0.005652,0.005652,"Current conditions, no recession overlay. GDP growth around trend, unemployment broadly stable, cash rate and property prices at the latest observed levels (RBA SMP / FSR baseline).",2025-09-30
retail_other,Retail Other,retail_other,mild,Mild recession (Basel CRE36.51 minimum),0.015546,0.363578,0.005652,1.5,1.2,1.1,,0.023319,0.436294,0.010174,0.011191,"Basel CRE36.51 mandatory minimum — two consecutive quarters of zero GDP growth. Unemployment rises ~1.0-1.5pp, modest property-price softening (~5-10%), and some drawdown of undrawn limits as borrowers seek liquidity (PD/LGD/EAD all stressed).",2025-09-30
retail_other,Retail Other,retail_other,severe,Severe recession (GFC-like),0.015546,0.363578,0.005652,2.5,1.4,1.25,,0.038865,0.509009,0.019783,0.024728,"GFC-like severe-but-plausible downturn (APS 220 para 72). Multi-quarter contraction, unemployment +3-4pp, property prices -20% to -30%, and a sharp utilisation spike on revolving facilities into default.",2025-09-30
retail_sme,Retail SME,retail_sme,base,Base (current environment),0.028911,0.413695,0.01196,1.0,1.0,1.0,,0.028911,0.413695,0.01196,0.01196,"Current conditions, no recession overlay. GDP growth around trend, unemployment broadly stable, cash rate and property prices at the latest observed levels (RBA SMP / FSR baseline).",2025-09-30
retail_sme,Retail SME,retail_sme,mild,Mild recession (Basel CRE36.51 minimum),0.028911,0.413695,0.01196,1.5,1.2,1.1,,0.043367,0.496434,0.021529,0.023681,"Basel CRE36.51 mandatory minimum — two consecutive quarters of zero GDP growth. Unemployment rises ~1.0-1.5pp, modest property-price softening (~5-10%), and some drawdown of undrawn limits as borrowers seek liquidity (PD/LGD/EAD all stressed).",2025-09-30
retail_sme,Retail SME,retail_sme,severe,Severe recession (GFC-like),0.028911,0.413695,0.01196,2.5,1.4,1.25,,0.072277,0.579173,0.041861,0.052326,"GFC-like severe-but-plausible downturn (APS 220 para 72). Multi-quarter contraction, unemployment +3-4pp, property prices -20% to -30%, and a sharp utilisation spike on revolving facilities into default.",2025-09-30
sovereign,Sovereign,sovereign,base,Base (current environment),0.009,0.052111,0.000469,1.0,1.0,1.0,,0.009,0.052111,0.000469,0.000469,"Current conditions, no recession overlay. GDP growth around trend, unemployment broadly stable, cash rate and property prices at the latest observed levels (RBA SMP / FSR baseline).",2025-09-30
sovereign,Sovereign,sovereign,mild,Mild recession (Basel CRE36.51 minimum),0.009,0.052111,0.000469,1.5,1.2,1.1,,0.0135,0.062533,0.000844,0.000929,"Basel CRE36.51 mandatory minimum — two consecutive quarters of zero GDP growth. Unemployment rises ~1.0-1.5pp, modest property-price softening (~5-10%), and some drawdown of undrawn limits as borrowers seek liquidity (PD/LGD/EAD all stressed).",2025-09-30
sovereign,Sovereign,sovereign,severe,Severe recession (GFC-like),0.009,0.052111,0.000469,2.5,1.4,1.25,,0.0225,0.072955,0.001641,0.002052,"GFC-like severe-but-plausible downturn (APS 220 para 72). Multi-quarter contraction, unemployment +3-4pp, property prices -20% to -30%, and a sharp utilisation spike on revolving facilities into default.",2025-09-30