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Name |
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Code |
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Comment |
The counterparty’s probability of default over one year determined in accordance with Articles 160, 163, 179 and 180 of Regulation (EU) No 575/2013. |
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Domain |
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Data Type |
Decimal (7,0) |
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Mandatory |
Yes |
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Inherited From |
<None> |
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Parent |
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List Of Values |
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|
Length |
7 |
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Precision |
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Default Value |
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Unit |
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Format |
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List Of Values |
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|
Name |
Code |
Rule Type |
business rule classification |
business rule scope |
severity |
business rule status |
|
debtor data protection provider data omc0018 probability of default |
Constraint |
other model constraint |
Checked within the data delivery |
blocking |
active business rule |
|
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debtor risk data omc0136 probability of default 1 when in default |
Constraint |
other model constraint |
Checked within the data delivery |
signalling |
active business rule |
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debtor risk data dmc0056 probability of default, mandatory or non-applicable or unknown |
Constraint |
domain constraint |
Checked within the data delivery |
blocking |
active business rule |
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Feature |
Mapped To |
|
probability of default (Shortcut) |
debtor_risk_data.pd |
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