Name |
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Code |
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Comment |
Fill in the best estimate LGD (or Economic LGD) excluding downturn effects and conservatism, at the rating reference date, as a fraction of the exposure at default (EAD as specified in EAD at the reporting reference date). If your prediction aims to include downturn effects, but does not explicitly distinguish between the best estimate LGD and the downturn LGD, please leave the attribute empty and only fill in Downturn LGD. For exposures in default, please fill in the applicable BEEL estimate. |
Domain |
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Data Type |
Decimal (7,0) |
Mandatory |
No |
Inherited From |
<None> |
Parent |
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List Of Values |
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Length |
7 |
Precision |
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Default Value |
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Unit |
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Format |
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List Of Values |
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