Entity attribute Regulatory PD of the entity PD model contract

Card of the entity attribute Regulatory PD of the entity PD model contract

Name

Regulatory PD

Code

regulatory_pd

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>


Check of the entity attribute Regulatory PD of the entity PD model contract

Default Value

 

Unit

 

Format

 

List Of Values