Entity attribute downturn LGD excluding add-ons of the entity LGD model instrument

Card of the entity attribute downturn LGD excluding add-ons of the entity LGD model instrument

Name

downturn LGD excluding add-ons

Code

lgd_downturn

Comment

Fill in the estimate of the downturn loss given default (DLGD) calculated at the reporting reference date, excluding any margin of conservatism or conservative adjustments. 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 downturn LGD excluding add-ons of the entity LGD model instrument

Default Value

 

Unit

 

Format

 

List Of Values