Interface RiskRating

Hierarchy

  • RiskRating

Index

Properties

Properties

absoluteMinimumAnnualLoss

absoluteMinimumAnnualLoss: number

minimumRegulatoryCapitalAllocation

minimumRegulatoryCapitalAllocation: number

originationExpenseAdjustment

originationExpenseAdjustment: number

probabilityOfDefault

probabilityOfDefault: number

rating

rating: string

Optional riskRatingDurations

riskRatingDurations: RiskRatingDurationsEntity[] | null

riskRatingId

riskRatingId: string

riskRatingScalar

riskRatingScalar: number

servicingExpenseAdjustment

servicingExpenseAdjustment: number

targetROEAdjustment

targetROEAdjustment: number

usageGivenDefault

usageGivenDefault: number

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