| C 08.05 | ||||||
| Arithmetic average PD (%) | Number of obligors at the end of the previous year | Observed average default rate (%) | Average historical annual default rate (%) | |||
| Of which: defaulted during the year | ||||||
| 0010 | 0020 | 0030 | 0040 | 0050 | ||
| 0.00 to <0.15 | 0010 | |||||
| 0.00 to <0.10 | 0020 | |||||
| 0.10 to <0.15 | 0030 | |||||
| 0.15 to <0.25 | 0040 | |||||
| 0.25 to <0.50 | 0050 | |||||
| 0.50 to <0.75 | 0060 | |||||
| 0.75 to <2.5 | 0070 | |||||
| 0.75 to <1.75 | 0080 | |||||
| 1.75 to <2.5 | 0090 | |||||
| 2.5 to <10 | 0100 | |||||
| 2.5 to <5 | 0110 | |||||
| 5 to <10 | 0120 | |||||
| 10 to <100 | 0130 | |||||
| 10 to <20 | 0140 | |||||
| 20 to <30 | 0150 | |||||
| 30 to <100 | 0160 | |||||
| 100 (Default) | 0170 | |||||