eba_tC_105.01 - C 105.01

C 105.01
Model nameIRBA Risk parameterEADEAD weighted average default rate for calibrationCase weighted average default rate for calibrationLong-run PDCure rate for defaulted assetsRecovery rate of the foreclosed assets for not cured defaultsRecovery period of the foreclosed assets for not cured defaultsJoint decisionConsolidating supervisorRWARWA Add-ons
0020003000400050006000700080009001000110012001300140
eba_dim:IMI
Internal model 0010