For regulatory reporting, the following interfaces provided as RESTful-API show results for deal 001-FK_LN–Consumer-Annuity. To expand please click on the specific line.
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| title | GET /loans/risk-ratios (153-WM_LN-A_Mortgage) |
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The following table shows risk ratios for deal "153-WM_LN-A_Mortgage" at different posting dates. For the explanation of the data fields see here. | postingDate | companyId | dealId | gaap | currencyDeal | macroeconomicScenario | rwa | pd | lgd | ead | probWeightedEcl | | 1430/09/2018 | 1 | 153-WM_LN-A_Mortgage | IFRS9 | EUR | BASELINE SCENARIO STD | 0 | 2 | 30 | 14/09/2018 | 1 | 153-WM_LN-A_Mortgage | IFRS9 | EUR | ADVERSE SCENARIO STD | 0 | 3 | 40 | 199989.06 | -1499.92 | | 30/09/2018 | 1 | 153-WM_LN-A_Mortgage | IFRS9 | EUR | BASELINE ADVERSE SCENARIO STD | 0 | 23 | 30 | 30/09/2018 | 1 | 153-WM_LN-A_Mortgage | IFRS9 | EUR | ADVERSE SCENARIO STD | 0 | 3 | 40 | 40 | 199989.06 | -1499.92 | | 31/12/2018 | 1 | 153-WM_LN-A_Mortgage | IFRS9 | EUR | BASELINE SCENARIO STD | 0 | 2 | 30 | 196960.77 | -1477.21 | | 31/12/2018 | 1 | 153-WM_LN-A_Mortgage | IFRS9 | EUR | ADVERSE SCENARIO STD | 0 | 3 | 40 | 196960.77 | -1477.21 | | 02/01/2019 | 1 | 153-WM_LN-A_Mortgage | IFRS9 | EUR | BASELINE SCENARIO STD | 0 | 2 | 30 | 196982.32 | -1477.37 | | 02/01/2019 | 1 | 153-WM_LN-A_Mortgage | IFRS9 | EUR | ADVERSE SCENARIO STD | 0 | 3 | 40 | 196982.32 | -1477.37 | | 31/01/2019 | 1 | 153-WM_LN-A_Mortgage | IFRS9 | EUR | BASELINE SCENARIO STD | 0 | 2 | 30 | 195282.81 | -1464.62 | | 31/01/2019 | 1 | 153-WM_LN-A_Mortgage | IFRS9 | EUR | ADVERSE SCENARIO STD | 0 | 3 | 40 | 195282.81 | -1464.62 | | 20/03/2019 | 1 | 153-WM_LN-A_Mortgage | IFRS9 | EUR | BASELINE SCENARIO STD | 0 | 2 | 30 | 191844.43 | -1438.83 | | 20/03/2019 | 1 | 153-WM_LN-A_Mortgage | IFRS9 | EUR | ADVERSE SCENARIO STD | 0 | 3 | 40 | 191844.43 | -1438.83 | | 31/03/2019 | 1 | 153-WM_LN-A_Mortgage | IFRS9 | EUR | BASELINE SCENARIO STD | 0 | 2 | 30 | 191959.92 | -1439.70 | | 31/03/2019 | 1 | 153-WM_LN-A_Mortgage | IFRS9 | EUR | ADVERSE SCENARIO STD | 0 | 3 | 40 | 191959.92 | -1439.70 |
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