Entity attribute Regulatory downturn LGD of the entity LGD model contract

Card of the entity attribute Regulatory downturn LGD of the entity LGD model contract

Name

Regulatory downturn LGD

Code

regulatory_downturn_lgd

Comment

Fill in the estimate of the downturn loss given default (DLGD) used for capital requirement calculations at the reporting reference date. For exposures in default, fill in the applicable in-default downturn LGD estimate.

Data Type

Decimal (7,0)

Mandatory

No

Inherited From

<None>


Check of the entity attribute Regulatory downturn LGD of the entity LGD model contract

Default Value

 

Unit

 

Format

 

List Of Values