New Loan Characteristics Analysis

1 Loan Characteristics

1.1 Amount

1.1.1 Average Amount

1.1.2 Total Amount

1.2 Maturity (Months)

1.2.1 Average Maturity

1.3 Interest Rate

1.3.1 Average Interest Rate

1.4 Collateral

1.4.1 Proportion of Loans with Collateral

1.4.2 Average Value of Collateral

1.4.3 Collateral Coverage

1.5 Credit Rating

1.5.1 Credit Rating Distribution

1.5.2 Credit Rating Distribution (A, B, and E Only)

1.5.3 Credit Rating Distribution (C and D Only)

1.6 Probability of Default (at grant)

1.6.1 Average Probability of Default (at grant)

1.7 Expected Loss

1.7.1 Average Expected Loss

1.7.2 Average Expected Loss (Amount)

2 Extensive Margin

2.1 Proportion of Loans to New Borrowers

2.2 Proportion of Loans to Borrowers with a Negative Report

2.3 Average Number of Banking Relations per Borrower Over Time (keep in mind this one is based on borrowers that got new loans only)

2.4 Distribution of Banking Relations per Borrower Over Time

2.5 Number of Borrowers Switching Banks Over Time

2.6 Proportion of Borrowers Switching Banks Over Time