Probability of default

The counterparty’s probability of default over one year determined in accordance with Articles 160, 163, 179 and 180 of Regulation (EU) No 575/2013.

Variable ID

PD

Definition

The counterparty’s probability of default over one year determined in accordance with Articles 160, 163, 179 and 180 of Regulation (EU) No 575/2013.

Input layer instructions

Not available

Domain

Real

Legal references

  • Regulation (EU) No 575/2013 on prudential requirements for credit institutions and investment firms Articles 160, 163, 179 and 180
  • Implementing Regulation (EU) No 680/2014 laying down implementing technical standards with regard to supervisory reporting of institutions according to Regulation (EU) No 575/2013 of the European Parliament and of the Council Part 2.48 of Annex V

Used in cubes

Used in transformations