Variable ID
LGD_DWNTRNS
Definition
Ratio of the amount that could be lost on an exposure during economic downturns due to a default over one year period to the amount that would be outstanding at default, in accordance with art 181 of Regulation (EU) No 575/2013
Input layer instructions
Not available
Domain
Legal references
Used in cubes
- – Owned securities
- – Owned security - Enriched
- – SHS Group data reporting - ISIN holding data
- – SHS Group data reporting - non ISIN holding data
Used in transformations
- – D_EXPSR_CLSS_AND_RSK_WGHT (transformation)
- – G_GRP_INFRMTN (transformation)
- – G_LGD_DWNTRNS1 (function)
- – G_SCRTY_MSTR_DT (transformation)
- – G_SHSG4_ISIN (transformation)
- – G_SHSG4_NON_ISIN (transformation)
- – T_OWND_SCRTY_E (transformation)