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IFRS 9 ECL · Q1 2026 · vs Q4 2025 (QoQ)

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IFRS 9 Stage

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Total ECL (Weighted)

50.97SGD M

Probability-weighted across 4 scenarios · Q1 2026

6.2% QoQ

Coverage Ratio

0.45%

ECL ÷ Outstanding · vs Q4 2025

6.2% QoQ

Stage 2 Rate

18.03%

892 of 4,948 facilities · SICR triggered

+0.36 pp QoQ

Stage 3 Rate

4.32%

214 credit-impaired facilities · NPL

+0.12 pp QoQ

Total Portfolio

11,443SGD M

Gross carrying amount · 4,948 active facilities

0.0% QoQ

Weighted Avg PD (12M)

7.95%

EAD-weighted across portfolio · LGD 41.1%

2.4% QoQ

ECL Trend by Stage

Trailing 8 quarters · Stage-1 / Stage-2 / Stage-3 weighted ECL · FR-DASH-02

Stage Distribution — Balance

IFRS 9 stage 1/2/3 loan counts and ECL · FR-DASH-03

Stage	Facilities	Outstanding (M)	ECL (M)	Coverage
Stage 1	3,842	8,837	2.9	0.03%
Stage 2	892	1,987	19.3	0.97%
Stage 3	214	619	28.9	4.66%

Stage 1

77.6%

Stage 2

18.0%

Stage 3

4.3%

Forward-Looking Scenario Weights

IFRS 9 §5.5.17 · 4-scenario probability weighting · FR-DASH-04

Probability-Weighted ECL

50.97SGD M

Headline

Σ wᵢ × ECLᵢ

Base Casew = 50%

48.22 M

0.00 vs Base

GDP 2.8%

UE 2.2%

HPI 100

Rate 4.00%

Upsidew = 20%

38.58 M

−9.64 vs Base

GDP 4.1%

UE 1.8%

HPI 104

Rate 3.80%

Mild Downsidew = 20%

57.86 M

+9.64 vs Base

GDP 1.2%

UE 3.0%

HPI 97

Rate 4.80%

Severe Downsidew = 10%

75.70 M

+27.48 vs Base

GDP -1.8%

UE 4.5%

HPI 88

Rate 6.20%

ECL by Segment

Weighted ECL across the 7 product buckets · FR-DASH-05

Corporate Term Loan SGD

19.36 M

cov 0.31%

Corporate Term Loan FCY

5.07 M

cov 0.21%

HDB Mortgage

6.50 M

cov 1.95%

Private Mortgage

4.24 M

cov 0.65%

Trade Finance LC/BG

9.13 M

cov 0.69%

SME

3.85 M

cov 0.80%

Personal Loans

2.82 M

cov 6.31%

Methodology Note

IFRS 9 §5.5.17 · Forward-Looking Macroeconomic Information

Expected Credit Loss is computed as ECL = PD × LGD × EAD, discounted at the effective interest rate, and probability-weighted across four forward-looking macroeconomic scenarios (Base 50%, Upside 20%, Mild Downside 20%, Severe Downside 10%) in line with IFRS 9 §5.5.17. Macro drivers — GDP growth, unemployment, house-price index and interest rate — are reviewed quarterly by Credit Risk Modelling and approved by the Chief Risk Officer before each ECL run. SICR triggers (DPD > 30, watchlist add, PD-delta > 200bps, forbearance, UTP) are applied per IFRS 9 §B5.5.21. MAS Notice 612 minimum provisioning floors are evaluated alongside the SFRS(I) 9 ECL and any top-up is reported separately.