## Entity PD model contract

### Details of entity PD model contract

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

### List of attributes of the entity PD model contract

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 |
observed agent identifier | obsrvd_agnt_cd | Observed agent identifier is a number, assigned by De Nederlandsche Bank, that uniquely identifies the observed agent. | Variable characters (60) | identifier domain | X | X | X |
contract identifier | cntrct_id | An identifier applied by the reporting agent to uniquely identify each contract. Each contract must have one contract identifier. This value will not change over time and cannot be used as the contract identifier for any other contract. Each contract identifier must be unique for each contract that generates credit risk for the same observed agent. This identifier must not be reused at any point in time to identify a different contract with the same observed agent. | 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 |
PD model identifier | pd_model_id | The identifier or label of the model used to estimate the probability of default. | Variable multibyte (255) | medium sized string with unknown | X |  |  | to_be_phased_out
Initial PD | initial_pd | Initial PD is the model PD estimate excluding conservatism add-ons or overrides on which the PD used for calculating capital requirements for the corresponding exposure at the reporting reference data is based. | Decimal (7,0) | real number from 0 to 1 with 6 decimals with exclusions | X |  |  | to_be_phased_out
Regulatory PD | regulatory_pd | The PD estimate used for the calculation of RWA using the Basel II formula. Include the conservatism add-ons specified in add-ons. Given the LGD, exposure type and, if applicable, effective maturity and size adjustment, the number filled in here should lead to the actual RWA used for calculating capital requirements using the regulatory formula. Do not include adjustments for maturities smaller than one year. | Decimal (7,0) | real number from 0 to 1 with 6 decimals with exclusions | X |  |  |
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 PD model contract

Name | Code | Generate | Entity 2 | Entity 1 | Dependent Role | Entity 1 -> Entity 2 Role Cardinality | Entity 2 -> Entity 1 Role Cardinality
has | contract_has_pd_model_contract | X | PD model contract | contract | PD model contract -> contract | 0,1 | 1,1

### List of identifiers of the entity PD model contract

Name | Code | Parent | Primary Identifier
PD model contract PK | pd_model_contract_pk | Entity 'PD model contract' | X

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