The following table shows risk ratios for deal "001-FK_LN-A-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 | 001-FK_LN-A-Consumer-Annuity | IFRS9 | EUR | BASELINE SCENARIO STD | 0 | 2 | 30 | 33000.0000000205 | -247.5 |
14/09/2018 | 1 | 001-FK_LN-A-Consumer-Annuity | IFRS9 | EUR | ADVERSE SCENARIO STD | 0 | 3 | 40 | 33000.0000000205 | -247.5 |
30/09/2018 | 1 | 001-FK_LN-A-Consumer-Annuity | IFRS9 | EUR | BASELINE SCENARIO STD | 0 | 2 | 30 | 33111.1758407037 | -248.33 |
30/09/2018 | 1 | 001-FK_LN-A-Consumer-Annuity | IFRS9 | EUR | ADVERSE SCENARIO STD | 0 | 3 | 40 | 33111.1758407037 | -248.33 |
31/12/2018 | 1 | 001-FK_LN-A-Consumer-Annuity | IFRS9 | EUR | BASELINE SCENARIO STD | 0 | 2 | 30 | 30638.2986206445
| -229.79 |
31/12/2018 | 1 | 001-FK_LN-A-Consumer-Annuity | IFRS9 | EUR | ADVERSE SCENARIO STD | 0 | 3 | 40 | 30638.2986206445
| -229.79 |
02/01/2019 | 1 | 001-FK_LN-A-Consumer-Annuity | IFRS9 | EUR | BASELINE SCENARIO STD | 0 | 2 | 30 | 29624.3420623926
| -222.18 |
02/01/2019 | 1 | 001-FK_LN-A-Consumer-Annuity | IFRS9 | EUR | ADVERSE SCENARIO STD | 0 | 3 | 40 | 29624.3420623926
| -222.18 |
31/01/2019 | 1 | 001-FK_LN-A-Consumer-Annuity | IFRS9 | EUR | BASELINE SCENARIO STD | 0 | 2 | 30 | 29805.4831928161
| -223.54 |
31/01/2019 | 1 | 001-FK_LN-A-Consumer-Annuity | IFRS9 | EUR | ADVERSE SCENARIO STD | 0 | 3 | 40 | 29805.4831928161
| -223.54 |
20/03/2019 | 1 | 001-FK_LN-A-Consumer-Annuity | IFRS9 | EUR | BASELINE SCENARIO STD | 0 | 2 | 30 | 28039.7556081428
| -210.3 |
20/03/2019 | 1 | 001-FK_LN-A-Consumer-Annuity | IFRS9 | EUR | ADVERSE SCENARIO STD | 0 | 3 | 40 | 28039.7556081428
| -210.3 |
31/03/2019 | 1 | 001-FK_LN-A-Consumer-Annuity | IFRS9 | EUR | BASELINE SCENARIO STD | 0 | 2 | 30 | 28104.6661257326
| -210.79 |
31/03/2019 | 1 | 001-FK_LN-A-Consumer-Annuity | IFRS9 | EUR | ADVERSE SCENARIO STD | 0 | 3 | 40 | 28104.6661257326
| -210.79 |