demo-alfa-with-fire-json-model
fire.model.risk_rating
A risk rating entry for a risk rating system
Local Fields
| Name | Datatype | Description |
|---|---|---|
| date | datetime | The observation or value date for the data in this object. Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601. |
| pd_max | double(0.0, 1.0) ? | Maximum Probability of Default |
| name | string | The name or classification of the risk rating, used for reporting and segmentation. |
| description | string ? | A description of the internal risk rating. |
| id | string | Unique identifier for the risk rating |
| pd_min | double(0.0, 1.0) ? | Minimum Probability of Default |
| source | string ? | The source where this data originated. |
| version_id | string ? | The version identifier of the data such as the firm's internal batch identifier. |
| lgd_max | double(0.0, 1.0) ? | Maximum Loss Given Default, representing the highest expected loss as a percentage of exposure at default. |
| lgd_min | double(0.0, 1.0) ? | Minimum Loss Given Default, representing the lowest expected loss as a percentage of exposure at default. |
| risk_rating_system_id | string | Reference to the risk rating system that this Internal Risk Rating belongs to |