## Entity LGD model debtor

### Details of entity LGD model debtor

Name | LGD model debtor
Code | lgd_model_debtor
Parent | Logical Data Model 'RRE DDA PER BANK LDM'
Comment | LGD model information on the level of the debtor.
Parent Entity | <None>

### List of attributes of the entity LGD model debtor

Name | Code | Comment | Data Type | Domain | Mandatory | Primary Identifier | Foreign Identifier | Keywords
reporting agent identifier | reporting_agent_identifier | Reporting agent identifier is a number, assigned by De Nederlandsche Bank, that uniquely identifies the reporting agent. | Variable characters (60) | identifier domain | X | X | X |
counterparty role | entty_rl | Role of the counterparty in an instrument. | Variable characters (25) | counterparty-instrument role type | X | X | X |
counterparty identifier | counterparty_identifier | An identifier applied by the reporting agent to uniquely identify each counterparty. Each counterparty must have one counterparty identifier. This value will not change over time and cannot be used as the counterparty identifier for any other counterparty. Each counterparty identifier must be unique for each counterparty reported by the same reporting agent and the same counterparty must be identified by the reporting agent using the same counterparty identifier. This identifier must not be reused by the same reporting agent at any point in time to identify a different counterparty. | Variable characters (60) | identifier domain | X | X | X |
reporting reference date | reporting_reference_date | reporting reference date is a date that indicates the date the entity type delivery pertains to. Defined as yyyy-mm-dd. | Date | reporting reference date | X | X | X |
LGD model identifier | lgd_model_id | The identifier or label of the model used to estimate the loss given default | Variable multibyte (255) | medium sized string with unknown | X |  |  | to_be_phased_out
LGD best estimate | lgd_be | LGD best estimate is the best estimate of the loss given default (or economic / estimated long term average LGD) excluding downturn effects and conservatism, as a fraction of the exposure at default exposure at default (regulatory EAD), on which the LGD used for calculating capital requirements for the corresponding exposure is based. | Decimal (7,0) | real number from 0 to 1 with 6 decimals with exclusions | X |  |  |
probability of cure | cure_probability | Probability of cure is the probability that the debtor, contract or instrument – given that it’s in default – will result in a return of the debtor, contract or instrument to a non-defaulted status . This should be the estimate on which the LGD used for calculating capital requirements for the corresponding exposure is based. | Decimal (7,0) | real number from 0 to 1 with 6 decimals with exclusions | X |  |  |
downturn LGD excluding add-ons | lgd_downturn | Downturn LGD excluding add-ons is the estimate of the downturn loss given default (DLGD) excluding any margin of conservatism or conservative adjustments, on which the LGD used for calculating capital requirements for the corresponding exposure is based. | Decimal (7,0) | real number from 0 to 1 with 6 decimals with exclusions | X |  |  |
Regulatory downturn LGD | regulatory_downturn_lgd | Regulatory downturn LGD is the estimate of the downturn loss given default (DLGD) used for calculating capital requirements calculations for the corresponding exposure. | Decimal (7,0) | real number from 0 to 1 with 6 decimals with exclusions | X |  |  | to_be_phased_out
Regulatory EL | regulatory_el | Regulatory EL is the expected loss of the exposure in accordance with the corresponding probability of default, loss given default and exposure at default estimates. | Decimal (20,0) | real number of 20 numbers with 2 decimals with exclusions | X |  |  | to_be_phased_out
Regulatory RWA | regulatory_rwa | Regulatory RWA is the risk weighted assets amount corresponding to the regulatory PD, as determined by the internal model of the credit institution, in accordance with the credit institution’s own estimates of the RWA parameters. | Decimal (20,0) | real number of 20 numbers with 2 decimals with exclusions | X |  |  | to_be_phased_out

### List of relationships of the entity LGD model debtor

Name | Code | Generate | Entity 2 | Entity 1 | Dependent Role | Entity 1 -> Entity 2 Role Cardinality | Entity 2 -> Entity 1 Role Cardinality
has | debtor_has_lgd_model_debtor | X | LGD model debtor | debtor | LGD model debtor -> debtor | 0,1 | 1,1

### List of identifiers of the entity LGD model debtor

Name | Code | Parent | Primary Identifier
LGD model debtor PK | lgd_model_debtor_pk | Entity 'LGD model debtor' | X

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