| layout | title |
|---|---|
| schema | risk_rating |
Risk Rating
A risk rating entry for a risk rating system
Properties
| Name | Description | Type | Enum |
|---|---|---|---|
| id | Unique identifier for the risk rating | integer | - |
| date | The observation or value date for the data in this object. Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601. | string | - |
| lgd_max | Maximum Loss Given Default, representing the highest expected loss as a percentage of exposure at default. | number | - |
| lgd_min | Minimum Loss Given Default, representing the lowest expected loss as a percentage of exposure at default. | number | - |
| name | The name or classification of the risk rating, used for reporting and segmentation. | string | - |
| pd_max | Maximum Probability of Default | number | - |
| pd_min | Minimum Probability of Default | number | - |
| risk_rating_system_id | Reference to the risk rating system that this Internal Risk Rating belongs to | string | - |