Definicja bank's own model
Model that is used to calculate rating data, the probability of default, the loss given default, and the credit conversion factor in the bank.
If the bank's own model is registered in the Historical Database (HDB) data can be transferred in both directions for further processing. Data from a bank's own model can be stored in the review data storage, historical data storage, or in the scenario data storage areas of the HDB.
Słownik i definicje SAPa na B.