Entity attribute regulatory downturn LGD of the entity LGD model debtor

Card of the entity attribute regulatory downturn LGD of the entity LGD model debtor

Name

regulatory downturn LGD

Code

regulatory_downturn_lgd

Comment

The LGD ratio of the amount that could be lost on the exposure during economic downturns due to a default over a one-year period to the amount that would be outstanding at default, in accordance with Article 181 of Regulation (EU) No 575/2013.

Domain

real number from 0 to 1 with 6 decimals with exclusions

Data Type

Decimal (7,0)

Mandatory

No

Inherited From

<None>

Parent

Entity 'LGD model debtor'

List Of Values

 

Length

7

Precision

 


Check of the entity attribute regulatory downturn LGD of the entity LGD model debtor

Default Value

 

Unit

 

Format

 

List Of Values