Entity attribute probability of cure of the entity LGD model instrument

Card of the entity attribute probability of cure of the entity LGD model instrument

Name

probability of cure

Code

cure_probability

Comment

If applicable, fill in the estimated probability that the counterparty/contract/instrument, given that it is in default, will result in a cure with zero loss.

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 instrument'

List Of Values

 

Length

7

Precision

 


Check of the entity attribute probability of cure of the entity LGD model instrument

Default Value

 

Unit

 

Format

 

List Of Values

 


List of associated business rules of the entity attribute probability of cure

Name

Code

Rule Type

LGD model instrument omc0007 probability of cure "Non-applicable" when instrument is not in default

omc0007

Constraint