Digital Credit Exposure
$1,250.00M
25.0% of Balance Sheet
Net Interest Income (NII)
$122.19M
Net Yield: 2.44% Total
Expected Credit Loss (ECL)
$16.50M
LGD: 55.0%
Risk-Weighted Assets (RWA)
$1,500.00M
RWA Density: 30.0%
Tier-1 Capital Ratio
11.64%
Regulatory Threshold Met
Net Interest Income Waterfall & Impairment Bridge ($M)
Gross Yield
Expense/Loss
Net Result
Executive Balance Sheet Assessment
Under current assumptions, a $1,250.00M allocation to digital credit generates $122.19M in net interest income after deducting $16.50M in expected credit losses. Total Risk-Weighted Assets stand at $1,500.00M, yielding an effective Tier-1 Capital Adequacy Ratio of 11.64%.