United Trust Bank
Board Analytics Pack
Section 2 — Risk
Credit Risk
February 2026
IFRS 9 Stage Analysis
| Stage | Description | Loans | Balance £m | % Book | ECL £m | Coverage | MoM Δ ECL |
|---|
DPD Arrears Distribution
Arrears Aging — DPD Bands
| Ageing Band | Balance £m | % Book | MoM Δ £m | YoY Δ pp |
|---|
Arrears ≥30 DPD by Product
| Division | Book £m | Past-Due £m | Rate | RAG | MoM Δ |
|---|
ECL Movement & Vintage Default Curves
ECL Waterfall — Feb 2026 (£000)
Cumulative Default Curves by Origination Cohort (%)
Expected Credit Loss Parameters — By Product
| Product | PD (%) | LGD (%) | EAD £m | EL £m | EL % Book |
|---|
Forbearance & Restructuring
| Arrangement | Loans | Balance £m | % Book | Avg DPD | Success* |
|---|
Write-off Log (Rolling 5 Months)
| Month | Loans | Gross £m | Recoveries £m | Net £m |
|---|
CRO Narrative — Credit Risk
Reviews IFRS9, arrears, ECL and forbearance data. Edit before printing.