#585452
má tá 0 < PD < 1, i.e., maidir le haon luach do PD seachas mar atá faoi (i)
if 0 < PD < 1, i.e., for any possible value for PD other than under (i)
má tá 0 < PD < 1, i.e., maidir le haon luach do PD seachas mar atá faoi (i)
if 0 < PD < 1, i.e., for any possible value for PD other than under (i)
Teimpléad CR9 – Cur Chuige IRB – Cúltástáil ar PD in aghaidh na haicme risíochta (scála seasta PD)
Template CR9 –IRB approach – Back-testing of PD per exposure class (fixed PD scale)
Joint Stock Company Machine-Building Engineering Office Fakel Named After Akademika P.D. Grushina (An Rúis)
Joint Stock Company Machine-Building Engineering Office Fakel Named After Akademika P.D. Grushina (Russia)
Joint Stock Company Machine-Building Engineering Office Fakel Named After Akademika P.D. Grushina (An Rúis)
Joint Stock Company Machine-Building Engineering Office Fakel Named After Akademika P.D. Grushina (Russia)
Joint Stock Company Machine-Building Engineering Office Fakel Named After Akademika P.D. Grushina (An Rúis)
Joint Stock Company Machine-Building Engineering Office Fakel Named After Akademika P.D. Grushina (Russia)
Féadfar PD agus LGD a mheas ar leithligh nó le chéile, i gcomhréir le Roinn 4.
PD and LGD may be considered separately or jointly, in accordance with Section 4.
má tá PD = 0, beidh RW cothrom le 0;
if PD = 0, RW shall be 0;
má tá PD = 1, i.e. le haghaidh risíochtaí a mhainnigh:
if PD = 1, i.e., for defaulted exposures:
má tá 0 < PD < 1
if 0 < PD < 1
1 – e– 50 · PD
1 – e– 50 · PD
PDpp = PD sholáthraí na cosanta.
PDpp = PD of the protection provider.
Ríomhfar an fachtóir aibíochta (b) ag úsáid an PD is ísle as measc PD sholáthraí na cosanta agus PD an oibleagáideora.
The maturity factor (b) shall be calculated using the lower of the PD of the protection provider and the PD of the obligor.
má tá PD = 1, i.e. le haghaidh risíochtaí a mhainnigh, beidh RW amhail le
if PD = 1, i.e., for defaulted exposures, RW shall be
LGD · PD · 12,5 · 1,06
LGD · PD · 12,5 · 1,06
1 – e– 35 · PD
1 – e– 35 · PD
na méideanna risíochta atá ualaithe ó thaobh priacal atá ceangailte faoin gCur Chuige PD/LGD;
the risk weighted exposure amounts required under the PD/LGD Approach;
Déanfaidh institiúidí na paraiméadair ionchuir maidir le PD agus LGD a chinneadh i gcomhréir le Roinn 4.
Institutions shall determine the input parameters PD and LGD in accordance with Section 4.
PD, LGD agus aibíocht
PD, LGD and maturity
Dóchúlacht mainneachtana (PD)
Probability of default (PD)
i gcás fo-éileamh ar earraí infhaighte corparáideacha ceannaithe, is é meastachán EL na hinstitiúide a bheidh in PD;
for subordinated claims on purchased corporate receivables PD shall be the institution's estimate of EL;
100 % an PD a bheidh ag oibleagáideoirí mainneachtana.
The PD of obligors in default shall be 100 %.
Beidh PD aon risíochta cothrom le 0,03 % ar a laghad.
PD of an exposure shall be at least 0,03 %.
Risíochtaí ar chothromas faoi réir an mhodha PD/LGD
Equity exposures subject to the PD/LGD method
Ceanglais a bhaineann go sonrach le meastachán ar PD
Requirements specific to PD estimation
ní bhainfidh institiúidí úsáid as teicnící measta PD gan anailís a chur mar thaca leo.
institutions shall use PD estimation techniques only with supporting analysis.
Tá feidhm aige sin freisin maidir leis an gCur Chuige PD/LGD i leith cothromais.
This point also applies to the PD/LGD Approach to equity.
má dhéanann institiúid na meánmheastacháin fhadtréimhseacha ar PD agus LGD i leith an mhiondíola a dhíorthú ó mheastachán ar chaillteanais iomlána agus ar mheastachán ábhartha ar PD nó an LGD, comhlíonfaidh an próiseas chun meastachán a dhéanamh ar na caillteanais iomlána na caighdeáin ghinearálta maidir leis meastacháin PD agus LGD atá leagtha amach sa chuid seo, agus beidh an toradh comhsheasmhach le coincheap an LGD mar atá sé leagtha amach i bpointe (a) d'Airteagal 181(1);
if an institution derives long run average estimates of PD and LGD for retail from an estimate of total losses and an appropriate estimate of PD or LGD, the process for estimating total losses shall meet the overall standards for estimation of PD and LGD set out in this part, and the outcome shall be consistent with the concept of LGD as set out in point (a) of Article 181(1);
I gcás na coda cumhdaithe de luach na risíochta (E), atá bunaithe ar luach coigeartaithe na cosanta creidmheasa GA, chun críocha Roinn 4 de Chaibidil 3, féadfaidh sé gurb é an PD PD sholáthraí na cosanta, nó PD idir PD an iasachtaí agus PD an ráthóra i gcás ina meastar nach dteastaíonn ionadú iomlán.
For the covered portion of the exposure value (E), based on the adjusted value of the credit protection GA, the PD for the purposes of Section 4 of Chapter 3 may be the PD of the protection provider, or a PD between that of the borrower and that of the guarantor where a full substitution is deemed not to be warranted.
Seoladh ríomhphoist: leidimai.pd@policija.lt
E-mail: leidimai.pd@policija.lt
Teimpléad AE CR6 - Cur chuige IRB - Risíochtaí ar priacal creidmheasa de réir aicme risíochta agus scála PD
Template EU CR6 – IRB approach – Credit risk exposures by exposure class and PD range
Raon na Dóchúlachta Mainneachtana
PD range
Meánluach PD atá ualaithe ó thaobh priacal (%)
Exposure weighted average PD (%)
Meánluach PD atá ualaithe ó thaobh na risíochta (%)
Exposures weighted average PD (%)
Meánluach PD
Average PD (%)
Teimpléad AE-CR9.1 – Cur Chuige IRB – Cúltástáil ar PD in aghaidh na haicme risíochta (i gcás mheastacháin PD amháin i gcomhréir le pointe (f) d’Airteagal 180(1) CRR)
Template CR9.1 –IRB approach – Back-testing of PD per exposure class (only for PD estimates according to point (f) of Article 180(1) CRR)
Teimpléad EU CR6 - Cur chuige IRB - Risíochtaí ar priacal creidmheasa de réir aicme risíochta agus scála PD.
Template EU CR6 – IRB approach – Credit risk exposures by exposure class and PD range.
Is raon seasta PD é seo nach n-athrófar.
This is a fixed PD range which shall not be altered.
Áireofar gach risíocht a mhainnigh sa bhuicéad ina léirítear PD de 100 %.
All defaulted exposures shall be included in the bucket representing PD of 100 %.
Déileálfar leis na comhfhéichiúnaithe mar a dhéileálfar leis na comhfhéichiúnaithe uile eile chun críocha calabrú PD.
Joint obligors shall be treated the same as for the purpose of PD calibration.
Teimpléad EU CR9 – Cur chuige IRB – cúltástáil PD in aghaidh na haicme risíochta.
Template EU CR9 – IRB approach – Back-testing of PD per exposure class.
Is raon seasta PD é seo nach n-athrófar.
This is a fixed PD range that shall not be altered.
Meánluach PD atá ualaithe ó thaobh priacal (%) mar atá i gcolún f de theimpléad EU CR6; maidir le gach risíocht a áirítear i ngach buicéad den raon seasta PD, meán na meastachán LGD le haghaidh gach feichiúnaí, arna ualú de réir luach na risíochta tar éis CCF agus tar éis CRM mar atá i gcolún e de theimpléad EU CR6
Exposure weighted average PD (%) as in column f of template EU CR6; for all exposures included in each bucket of the fixed PD range, the average PD estimate of each obligor, weighted by the exposure value post-CCF and CRM as in column e of template EU CR6
Meánluach PD ar an dáta nochta (%)
Average PD at the disclosure date (%)
Teimpléad EU CR9.1 – Cur chuige IRB – Cúltástáil ar PD in aghaidh na haicme risíochta (i gcás meastacháin PD amháin i gcomhréir le pointe (f) d’Airteagal 180(1) CRR
Template EU CR9.1 – IRB approach– Back-testing of PD per exposure class (only for PD estimates in accordance with point (f) of Article 180(1) CRR
Teimpléad AE CCR4 – Cur chuige IRB - Risíochtaí CCR de réir aicme risíochta agus scála PD
Template EU CCR4 – IRB approach – CCR exposures by exposure class and PD scale
Scála PD
PD scale
Teimpléad EU CCR4 - Cur chuige IRB – Risíochtaí CCR de réir aicme risíochta agus scála PD: Formáid sheasta
Template EU CCR4 - IRB approach – CCR exposures by exposure class and PD scale: Fixed format
Áireofar gach risíocht a mhainnigh sa bhuicéad ina léirítear PD de 100 %.
All defaulted exposures shall be included in the bucket representing PD of 100 %.
DOI: 10.1094/PD-90-1382
DOI: 10.1094/PD-90-1382.
Bardasacht Abano Terme (PD)
Municipality of Abano Terme (PD)