Entity attribute LGD best estimate of the entity LGD model debtor

Card of the entity attribute LGD best estimate of the entity LGD model debtor

Name

LGD best estimate

Code

lgd_be

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

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 LGD best estimate of the entity LGD model debtor

Default Value

 

Unit

 

Format

 

List Of Values