File format
| Field name | Description |
|---|---|
| Instrument | The instrument type |
| LGD | The LGD for the instrument type |
| Date | The start date that the parameter takes effect |
| ParameterSet | The parameter set to which the parameter belongs (default = BCBS) |
File values
| Instrument | LGD | Date | ParameterSet |
|---|---|---|---|
| equity | 1 | 2016-01-01 | |
| junior debt | 1 | 2016-01-01 | |
| senior debt | 0.75 | 2016-01-01 | |
| covered bond | 0.25 | 2016-01-01 | |
| unlinked | 0 | 2016-01-01 |