Interactive scenario analysis examining portfolio profitability under varying interest rate environments, default stress levels, and cost assumptions. Adjust the parameters below to model different economic scenarios and observe the impact on product-level and portfolio-level margins.
Side-by-side comparison of base case and stressed net margins by product. Products turning negative under stress are highlighted in red. The chart updates in real-time as scenario parameters are adjusted.
Portfolio-weighted net margin across a range of interest rate shifts. The breakeven point (where margin crosses zero) indicates the maximum rate decrease the portfolio can absorb before becoming unprofitable. Current scenario position is highlighted.
Complete stressed metrics for each product under the current scenario configuration. Red values indicate deterioration from base case.
| Product | NIM | Default | Exp. Loss | OpEx | Net Margin | Status |
|---|---|---|---|---|---|---|
Personal | 11.3% | 5.8% | 4.18% | 3.1% | 4.02% | Viable |
Auto | 6.1% | 2.4% | 0.91% | 1.8% | 3.39% | Viable |
HELOC | 4.7% | 1.2% | 0.3% | 1.2% | 3.2% | Viable |
SMB | 8.3% | 4.6% | 2.53% | 2.9% | 2.87% | Viable |
Student | 4.6% | 1.8% | 1.53% | 1.5% | 1.57% | Viable |
Analyst's Note: The sensitivity model demonstrates that Baokim's portfolio can withstand a +200bps rate increase while maintaining positive margins across all products. The primary vulnerability lies in the default rate multiplier — at 2.0x stress, student loans become the first product to turn unprofitable, followed by HELOCs. Personal loans, despite their higher absolute default rates, maintain profitability even under severe stress due to their premium pricing. This analysis supports the recommendation to maintain current product mix weightings while building additional loss reserves for the unsecured portfolio.