Index IndexTemplate TemplateDPM Map DPM Map

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
concepteba_met:si374x
eba_dim:BASeba_BA:x17x
eba_dim:IMI*y
eba_dim:MCYeba_MC:x945x
concepteba_met:si375x
eba_dim:BASeba_BA:x17x
eba_dim:IMI*y
eba_dim:MCYeba_MC:x945x
concepteba_met:mi119x
eba_dim:APReba_AP:x27x
eba_dim:BASeba_BA:x9x
eba_dim:IMI*y
eba_dim:MCYeba_MC:x945x
eba_dim:TRIeba_TR:x4x
concepteba_met:pd410x
eba_dim:APReba_AP:x27x
eba_dim:BASeba_BA:x17x
eba_dim:IMI*y
eba_dim:MCYeba_MC:x945x
eba_dim:PUReba_PU:x31x
eba_dim:REFeba_RF:x50x
eba_dim:TRIeba_TR:x4x
concepteba_met:pd411x
eba_dim:APReba_AP:x27x
eba_dim:BASeba_BA:x17x
eba_dim:IMI*y
eba_dim:MCYeba_MC:x945x
eba_dim:PUReba_PU:x31x
eba_dim:REFeba_RF:x50x
eba_dim:TRIeba_TR:x4x
concepteba_met:pd378x
eba_dim:APReba_AP:x27x
eba_dim:BASeba_BA:x17x
eba_dim:IMI*y
eba_dim:MCYeba_MC:x945x
eba_dim:PUReba_PU:x31x
eba_dim:REFeba_RF:x50x
eba_dim:TRIeba_TR:x4x
concepteba_met:pd379x
eba_dim:APReba_AP:x27x
eba_dim:BASeba_BA:x17x
eba_dim:IMI*y
eba_dim:MCYeba_MC:x945x
eba_dim:REFeba_RF:x48x
eba_dim:TRIeba_TR:x4x
concepteba_met:pd380x
eba_dim:APReba_AP:x27x
eba_dim:BASeba_BA:x17x
eba_dim:IMI*y
eba_dim:MCYeba_MC:x945x
eba_dim:PUReba_PU:x32x
eba_dim:TRIeba_TR:x4x
concepteba_met:ri381x
eba_dim:APReba_AP:x27x
eba_dim:BASeba_BA:x17x
eba_dim:IMI*y
eba_dim:MCYeba_MC:x945x
eba_dim:PUReba_PU:x32x
eba_dim:REFeba_RF:x51x
eba_dim:TRIeba_TR:x4x
concepteba_met:bi376x
eba_dim:BASeba_BA:x17x
eba_dim:IMI*y
eba_dim:MCYeba_MC:x945x
concepteba_met:ei152x
eba_dim:BASeba_BA:x17x
eba_dim:IMI*y
eba_dim:MCYeba_MC:x945x
concepteba_met:mi310x
eba_dim:APReba_AP:x27x
eba_dim:BASeba_BA:x9x
eba_dim:IMI*y
eba_dim:MCYeba_MC:x945x
eba_dim:TRIeba_TR:x4x
concepteba_met:pi907x
eba_dim:APReba_AP:x27x
eba_dim:BASeba_BA:x9x
eba_dim:IMI*y
eba_dim:MCYeba_MC:x945x
eba_dim:TRIeba_TR:x4x

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