Probability of default of the counterparty

It contains the value of the PD of the counerparty that depends on the reporting agent (observed agent) and from the level of reporting if group or individual

Cube ID

CNTRPRTS_PD

Instructions

It contains the value of the PD of the counerparty that depends on the reporting agent (observed agent) and from the level of reporting if group or individual

Cube Structure Items

Variable ID Role Subdomain
Counterparty identifier CNTRPRTY_ID Dimension String up to 60 characters limited to letters (capital and low cases), numbers, dash and underscore
Observed agent identifier OBSRVD_AGNT_ID Dimension String up to 60 characters limited to letters (capital and low cases), numbers, dash and underscore
Probability of default PD Observation Real numbers from 0 to 1 with 6 decimals
Identify the type of perspective adopted for the evaluation of the b/s and prudential items PRSPCTV Observation Give the level of information of the record, if it is provided using consolidated data or individual data _full list

Legal references

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