Low/No-Default PD Models
Expert-judgement PD models for portfolios with insufficient default history.
| Segment | Grade PDs | Status | |
|---|---|---|---|
| CORP | AAA:0.06% · BBB:0.50% · B:4.88% | Approved | |
| CORP_RATED | AAA:0.03% · AA:0.03% · A:1.76% · BBB:2.85% · BB:5.02% · B:8.94% · C:13.39% · D:20.59% · UNRATED:5.02% | Approved |