Entity attribute probability of cure of the entity LGD model instrument

Card of the entity attribute probability of cure of the entity LGD model instrument

Name

probability of cure

Code

cure_probability

Comment

If applicable, fill in the estimated probability that the counterparty/contract/instrument, given that it is in default, will result in a cure with zero loss.

Data Type

Decimal (7,0)

Mandatory

No

Inherited From

<None>


Check of the entity attribute probability of cure of the entity LGD model instrument

Default Value

 

Unit

 

Format

 

List Of Values