Entity attribute probability of default of the entity debtor risk data

Card of the entity attribute probability of default of the entity debtor risk data

Name

probability of default

Code

pd

Comment

The counterparty’s probability of default over one year determined in accordance with Articles 160, 163, 179 and 180 of Regulation (EU) No 575/2013.

A number from 0 to 1.

Domain

real number from 0 to 1 with 6 decimals

Data Type

Decimal (7,0)

Mandatory

Yes

Inherited From

<None>

Parent

Entity 'debtor risk data'

List Of Values

 

Length

7

Precision

 


Check of the entity attribute probability of default of the entity debtor risk data

Default Value

 

Unit

 

Format

 

List Of Values

 


List of target mappings of the entity attribute probability of default

Feature

Mapped To

probability of default (Shortcut)

debtor_risk_data.pd