Name |
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Code |
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Comment |
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. |
Data Type |
Decimal (7,0) |
Mandatory |
No |
Inherited From |
<None> |
Default Value |
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Unit |
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Format |
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List Of Values |
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