Index IndexConstraints ConstraintsDPM Map DPM Map

s2md_tS.26.10.01.06 - Internal model - Credit event risk Portfolio view details - Split by Credit Quality Step

S.26.10.01.06
Market valueExposure at DefaultCredit Risk ContributionAverage Probability of Default (in %)Average Loss Given Default (in %)Market value (% of total sum)Credit Risk Contribution (% of total sum)
C0020C0030C0040C0050C0060C0070C0080
Split by Credit Quality Step (CQS)
Credit Quality Step 0R0650
Credit Quality Step 1R0660
Credit Quality Step 2R0670
Credit Quality Step 3R0680
Credit Quality Step 4R0690
Credit Quality Step 5R0700
Credit Quality Step 6R0710
Credit Quality Step Not RatedR0720
TotalR0730

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