Index
Constraints
DPM Mapeba_tC_105.01 - C 105.01
| C 105.01 | ||||||||||||||
| Model name | IRBA Risk parameter | EAD | EAD weighted average default rate for calibration | Case weighted average default rate for calibration | Long-run PD | Cure rate for defaulted assets | Recovery rate of the foreclosed assets for not cured defaults | Recovery period of the foreclosed assets for not cured defaults | Joint decision | Consolidating supervisor | RWA | |||
| 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | |||
| eba_dim:IMI | ||||||||||||||
| Internal model | 010 | |||||||||||||