PD Model Reports

Two types of reports are available based on the PD Model:

• PD Term Structure Based on Economic Scenarios: The user can see the output of the PD model for a single Rating/DPD band across economic scenarios. This supports tabular and graphical views.
• PD Term Structure Based on Bands: The user can see the output of the PD model for a single economic scenario across ratings/ DPD bands. This supports tabular and graphical views.

The Model details section provides the model details. This report is common across the PD Model canvases.

Figure 6-250 Model Details