In the framework of regulatory reporting, the following interface provided as RESTful-API shows results for deal "728-DF_LN-Defer1-Consumer-Annuity" at different posting dates.
For the explanation of the data fields see here.
postingDate | companyId | dealId | gaap | currencyDeal | macroeconomicScenario | rwa | pd | lgd | ead | probWeightedEcl |
14/09/2018 | 1 | 728-DF_LN-Defer1-Consumer-Annuity | IFRS9 | EUR | BASELINE SCENARIO STD | 0 | 1.93 | 30.00 | 1500.00 | -10.84 |
14/09/2018 | 1 | 728-DF_LN-Defer1-Consumer-Annuity | IFRS9 | EUR | ADVERSE SCENARIO STD | 0 | 2.89 | 40.00 | 1500.00 | -10.84 |
30/09/2018 | 1 | 728-DF_LN-Defer1-Consumer-Annuity | IFRS9 | EUR | BASELINE SCENARIO STD | 0 | 1.92 | 30.00 | 1503.95 | -10.85 |
30/09/2018 | 1 | 728-DF_LN-Defer1-Consumer-Annuity | IFRS9 | EUR | ADVERSE SCENARIO STD | 0 | 2.88 | 40.00 | 1503.95 | -10.85 |
31/12/2018 | 1 | 728-DF_LN-Defer1-Consumer-Annuity | IFRS9 | EUR | BASELINE SCENARIO STD | 0 | 2.84 | 40.00 | 1394.81 | -19.30 |
31/12/2018 | 1 | 728-DF_LN-Defer1-Consumer-Annuity | IFRS9 | EUR | ADVERSE SCENARIO STD | 0 | 4.26 | 50.00 | 1394.81 | -19.30 |
02/01/2019 | 1 | 728-DF_LN-Defer1-Consumer-Annuity | IFRS9 | EUR | BASELINE SCENARIO STD | 0 | 1.92 | 30.00 | 1395.16 | -10.04 |
02/01/2019 | 1 | 728-DF_LN-Defer1-Consumer-Annuity | IFRS9 | EUR | ADVERSE SCENARIO STD | 0 | 2.88 | 40.00 | 1395.16 | -10.04 |
31/01/2019 | 1 | 728-DF_LN-Defer1-Consumer-Annuity | IFRS9 | EUR | BASELINE SCENARIO STD | 0 | 1.91 | 30.00 | 1401.82 | -10.05 |
31/01/2019 | 1 | 728-DF_LN-Defer1-Consumer-Annuity | IFRS9 | EUR | ADVERSE SCENARIO STD | 0 | 2.87 | 40.00 | 1401.82 | -10.05 |
20/03/2019 | 1 | 728-DF_LN-Defer1-Consumer-Annuity | IFRS9 | EUR | BASELINE SCENARIO STD | 0 | 1.60 | 30.00 | 1153.85 | -6.91 |
20/03/2019 | 1 | 728-DF_LN-Defer1-Consumer-Annuity | IFRS9 | EUR | ADVERSE SCENARIO STD | 0 | 2.40 | 40.00 | 1153.85 | -6.91 |
31/03/2019 | 1 | 728-DF_LN-Defer1-Consumer-Annuity | IFRS9 | EUR | BASELINE SCENARIO STD | 0 | 1.58 | 30.00 | 1155.94 | -6.87 |
31/03/2019 | 1 | 728-DF_LN-Defer1-Consumer-Annuity | IFRS9 | EUR | ADVERSE SCENARIO STD | 0 | 2.38 | 40.00 | 1155.94 | -6.87 |