Impact Analysis Report

/# The loss given default as determined by internal rating-based methods, represented as a number between 0 and 1.  #/
lgd_irb : double( 0.0, 1.0 ) ?

/# The credit score of the customer at origination of the product using a commercially available credit bureau score.  #/
orig_credit_score : int ?

/# The final LGD value after the relevant floors have been applied. To be used in the IRB RWA calculations.  #/
lgd_floored : double( 0.0, 1.0 ) ?

/# The probability of default as determined by internal rating-based methods, represented as a number between 0 and 1.  #/
pd_irb : double( 0.0, 1.0 ) ?

/# The valuation as used by the bank for the collateral at the origination of the related loan or line of credit. Monetary type represented as a naturally positive integer number of cents/pence.  #/
orig_value : int ?

res_property_hr

/# Grade calculated using the Basel Standardised Credit Risk Assessment  #/
scra : fire.model.customer_scra ?

/# The final LGD value after the relevant floors have been applied. To be used in the IRB RWA calculations.  #/
lgd_floored : double( 0.0, 1.0 ) ?

/# The probability of default as determined by internal rating-based methods, represented as a number between 0 and 1.  #/
pd_irb : double( 0.0, 1.0 ) ?

/# The loss given default as determined by internal rating-based methods, represented as a number between 0 and 1.  #/
lgd_irb : double( 0.0, 1.0 ) ?

/# Grade calculated using the Basel Standardised Credit Risk Assessment  #/
scra : fire.model.entity_scra ?

/# Grade calculated using the Basel Standardised Credit Risk Assessment  #/
scra : fire.model.guarantor_scra ?

/# Grade calculated using the Basel Standardised Credit Risk Assessment  #/
scra : fire.model.issuer_scra ?

/# The original line of credit amount that was granted at the origination of the facility  #/
orig_limit_amount : int ?

/# The notional of the loan at origination.  #/
orig_notional : int ?

/# Identify the currency in which a loan shall be repaid.  #/
servicing_currency_code : fire.model.currency_code ?

/# Deferred fees are deferred payments subject to prepayment risk and not included in the balance.  #/
deferred_fees : int ?

/# The method by which the loan shall be repaid  #/
servicing : fire.model.loan_servicing ?

/# The credit score of the customer at origination of the product using a commercially available credit bureau score.  #/
orig_credit_score : int ?

first_time_buyer_cstr

remortgage_othr_cstr

house_purchase_cstr

object_finance_hq

remortgage_construct

further_advance_cstr

revolving

acquisition

securitisation

commercial_property_hr( "commercial_property_hr" )

education( "education" )

corporate_card( "corporate_card" )

charge_card( "charge_card" )

res_property_hr( "res_property_hr" )

/# The final LGD value after the relevant floors have been applied. To be used in the IRB RWA calculations.  #/
lgd_floored : double( 0.0, 1.0 ) ?

/# The probability of default as determined by internal rating-based methods, represented as a number between 0 and 1.  #/
pd_irb : double( 0.0, 1.0 ) ?

/# The loss given default as determined by internal rating-based methods, represented as a number between 0 and 1.  #/
lgd_irb : double( 0.0, 1.0 ) ?

cb_restricted_reserve