| EWS At Borrower Level from External Sources |
| | Debt and collateral increase in other banks |
| | Past-due or other NP classifications in other banks |
| | Guarantor default |
| | Debt in private central register (if any) |
| | Legal proceeding |
| External Sources | Bankruptcy |
| | Changes in the company structure (e.g. merger, capital reduction) |
| | External rating assigned and trends |
| | Other negative information regarding major clients/counterparties of the debtor/suppliers |
| EWS at a borrower level from internal sources |
| | Negative trend in internal rating |
| | Balances not appearing in current account / lower balances in Margin account / Negative own funds |
| | Significant change in liquidity profile |
| | Liabilities leverage (e.g. equity/total < 5% or 10%) |
| | Number of days past due |
| Companies | Number of months with any overdraft/overdraft exceeded |
| | Profit before taxes/revenue (e.g. ratio < -1%) |
| | Continued losses |
| | Continued excess in commercial paper discount |
| | Decrease of turnover |
| | Reduction in credit lines related to trade receivables (e.g. year- on-year variation, 3m average/1y average) |
| | Unexpected reduction in undrawn credit lines (e.g. undrawn amount/total credit line) |
| | Negative trend in behavioral scoring |
| | Negative trend in probability of default and/or internal rating |
| | Mortgage loan installment > x time credit balance |
| | Mortgage and consumer credit days past due |
| | Decrease in the credit balance > 95% in the last 6 months |
| | Average total credit balance < 0.05% of total debt balance |
| | Forborne Exposures |
| | Nationality and related historic loss rates |
| Individuals / sole proprietors | Decrease in payroll in the last 3 months |
| Unemployment |
| | Early arrears (e.g. 5-30 days of past due, depending on portfolio/borrower types) |
| | Reduction in bank transfers in current accounts |
| | Increase of loan installment over the payroll ratio |
| | Number of months with any overdraft exceeded |
| | Negative trend in behavioral scoring |
| | Negative trend in probability of default and/or internal rating |
| EWS at a portfolio/segment level |
| | Size distribution and concentration level |
| Portfolio Distribution | Top X (e.g. 10) groups of connected borrowers and related risk indicators |
| | Asset class distribution |
| | Breakdown by industry, sector, collateral types, countries, maturities, etc. |
| Risk parameters | PD/LGD evolution (overall and per segment) |
| | PD/LGD forecasts and projections |
| | Default loan |
| | Volumes and trends of significant risk provisions on individual level |
| NPL/restructuring status/foreclosure | NPL volume by category (>90 past due, etc.) |
| | Restructuring volume and segmentation ( workout, forced prolongation, other modifications, deferrals, >90 past due, LLP) |
| | Foreclosed assets on total loans |
| | NPL ratio without foreclosed assets |
| EWS by specific type of borrowers/sectors |
| General | Customizable index data (GDP, stock markets, commodity prices, CDS prices, etc.) |
| Real estate | Real estate-related indexes (segment, region, cities, rural areas, etc.) |
| Rental market scores and expected market value changes |
| Aviation | Airline-specific indicators (passenger load, revenue per passenger, etc.) |
| Energy | Index data on regional alternative energy sources (e.g. wind quantities, etc.) |
| Information-gathering system on potential technical or political risks on energy |
