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(NotDefaulted) |
This dimension is used to segment data based on whether the counterparty has defaulted on its obligation to the reporting party. The information reported relates to a counterparty obligation to the reporting party that is not in a default status.
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(EGT100.0Pct) |
This dimension segments reported information relating to credit exposures according to the associated probability of default (PD), as determined in accordance with relevant prudential standards.Where PDs are bucketed and there are multiple assigned PDs within a bucket, assign the exposure weighted average PD of the bucket.A PD of 100 per cent is to be assigned to all defaulted exposures. The reported information relates to credit exposures with a determined probability of default equal to or greater than 100.0%.
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