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eba_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 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

concept	eba_met:si374	x
eba_dim:IMI	*	y

concept	eba_met:si375	x
eba_dim:IMI	*	y

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:IMI	*	y
eba_dim:TRI	eba_TR:x4	x

concept	eba_met:pd410	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMI	*	y
eba_dim:PUR	eba_PU:x31	x
eba_dim:REF	eba_RF:x50	x
eba_dim:TRI	eba_TR:x4	x

concept	eba_met:pd411	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMI	*	y
eba_dim:PUR	eba_PU:x31	x
eba_dim:REF	eba_RF:x50	x
eba_dim:TRI	eba_TR:x4	x

concept	eba_met:pd378	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMI	*	y
eba_dim:PUR	eba_PU:x31	x
eba_dim:REF	eba_RF:x50	x
eba_dim:TRI	eba_TR:x4	x

concept	eba_met:pd379	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMI	*	y
eba_dim:REF	eba_RF:x48	x
eba_dim:TRI	eba_TR:x4	x

concept	eba_met:pd380	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMI	*	y
eba_dim:PUR	eba_PU:x32	x
eba_dim:TRI	eba_TR:x4	x

concept	eba_met:ri381	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMI	*	y
eba_dim:PUR	eba_PU:x32	x
eba_dim:REF	eba_RF:x51	x
eba_dim:TRI	eba_TR:x4	x

concept	eba_met:bi376	x
eba_dim:IMI	*	y

concept	eba_met:ei152	x
eba_dim:IMI	*	y

concept	eba_met:mi310	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:IMI	*	y
eba_dim:TRI	eba_TR:x4	x