RISK MEASURED IN TERMS OF TANGIBLE SECURITY PROVIDED Maximum Weighted Score : 20 Security Band Marks Weight Company Company’s Company’s Band Score Weighted Score (a) (b) (c) (d) from(b) = (e) x (c ) (e) (f) = or 2 the 10 exposure 2 =1.5 or between 8 1.51 to 1.99 =1 or between 6 1.11 to 1.49 =0.75 or between 5.5 0.76 to 0.99 =0.50 or between 5 0.51 to 0.74 =0.25 or between 4 0.26 to 0.49 =0.15 or between 2 0.16 to 0.24 Less than 0.15 0 Forex Risk Forex Risk (Maximum Weighted Score: 5) Value Statements Company’s Company’s . Score from (a) Weighted Score ( (c) (d) = (c ) x (b) 1 Natural/ Full Hedging of forex risk; 1 loss/anticipated loss is NIL/Minimum 0 2 Mitigation to the extent of 75% of the 7 unhedged forex risk 3 Mitigation to the extent of 50% of the 5 . unhedged forex risk 4 Mitigation to the extent of 25% of the 2 unhedged risk 5 No Risk Mitigation of the unhedged forex 0 risk ANNEXURE-A2 TRADING SECTOR ((SIMPLIFIED QUALITATIVE FACTORS : (-ve)
RISK MEASURED IN TERMS OF TANGIBLE SECURITY PROVIDED Maximum Weighted Score : 20 Security Band (a) Marks (b) Weight (c) Company Band (d) Company’s Score from(b) (e) Company’s Weighted Score = (e) x (c ) (f) = or 2 the exposure 10 2 =1.5 or between 1.51 to 1.99 8 =1 or between 1.11 to 1.49 6 =0.75 or between 0.76 to 0.99 5.5 =0.50 or between 0.51 to 0.74 5 =0.25 or between 0.26 to 0.49 4 =0.15 or between 0.16 to 0.24 2 Less than 0.15 0 Forex Risk Forex Risk (Maximum Weighted Score: 5) Value Statements Company’s Score from (a) Company’s Weighted Score (c) (d) = (c ) x (b) 1 Natural/ Full Hedging of forex risk; loss/anticipated loss is NIL/Minimum 2 Mitigation to the extent of 75% of the unhedged forex risk 7 3 Mitigation to the extent of 50% of the unhedged forex risk 5 4 Mitigation to the extent of 25% of the unhedged risk 2 5 No Risk Mitigation of the unhedged forex risk 0 ANNEXURE-A2 TRADING SECTOR ((SIMPLIFIED QUALITATIVE FACTORS : (-ve) 1 ( . . 0
Credit-Risk-Assessment-model-for-Rating-Credit-Proposal.docx