ABCDEFG
1
2
2020
3
Stage 1Stage 2Stage 3Total
4
MUR'000MUR'000MUR'000MUR'000
5
Financial guarantee contracts and loan commitments (continued)
6
External rating grade
7
Performing:
8
Credit rating AAA 139,426 - - 139,426
9
Credit rating AA+ to AA- 2,202,413 - - 2,202,413
10
Credit rating A+ to A- 1,156,176 - - 1,156,176
11
Credit rating BBB+ to BBB- 641,455 - - 641,455
12
Credit rating BB+ to BB- 80,906 - - 80,906
13
Credit rating B+ to B- 109,469 - - 109,469
14
Non performing:
15
Credit rating D - - 786 786
16
Total gross carrying amount 4,329,845 - 786 4,330,631
17
Loss allowance (7,311) - (50) (7,361)
18
Carrying amount 4,322,534 - 736 4,323,270
19
20
2,019
21
External rating grade Stage 1 Stage 2 Stage 3 Total
22
MUR'000 MUR'000 MUR'000 MUR'000
23
Performing:
24
Credit rating AAA 40 - - 40
25
Credit rating BBB+ to BBB- 3,535 - - 3,535
26
Credit rating BB+ to BB- 205,048 - - 205,048
27
Credit rating B+ to B- 347,710 - - 347,710
28
Credit rating CCC+ to C - 4,615 - 4,615
29
Non performing:
30
Credit rating D - - 796 796
31
Total gross carrying amount 556,333 4,615 796 561,744
32
Loss allowance (10,411) (65) - (10,476)
33
Carrying amount 545,922 4,550 796 551,268
34