Entity attribute Initial PD of the entity PD model debtor

Card of the entity attribute Initial PD of the entity PD model debtor

Name

Initial PD

Code

initial_pd

Comment

The model PD estimate excluding conservatism add-ons or overrides for the reporting month. This must be the PD estimate based on the most recent data available before the end of the reporting month. If your PD model produces a rating grade which is mapped to a PD using a master scale, use the master scale which is to be used at the intended date of implementation of the proposed model.

Data Type

Decimal (7,0)

Mandatory

No

Inherited From

<None>


Check of the entity attribute Initial PD of the entity PD model debtor

Default Value

 

Unit

 

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List Of Values