diff --git a/documentation/properties/el_irb_adj.md b/documentation/properties/el_irb_adj.md new file mode 100644 index 00000000..5f9beea1 --- /dev/null +++ b/documentation/properties/el_irb_adj.md @@ -0,0 +1,16 @@ +--- +layout: property +title: "el_irb_adj" +schemas: [loan] +--- + +# el_irb_adj + +--- + +Adjustment To Expected Loss Due To Post-Model Adjustments + +Amounts added in accordance with Article 158(6A) of the Credit Risk: Internal Ratings Based Approach (CRR) Part. + +Reference: [Instructions For Reporting On Own Funds And Own Funds Requirements , column 0281, section 3.3.3.1, Instructions concerning specific positions]() + diff --git a/documentation/properties/rwa_irb_adj.md b/documentation/properties/rwa_irb_adj.md new file mode 100644 index 00000000..dfb47800 --- /dev/null +++ b/documentation/properties/rwa_irb_adj.md @@ -0,0 +1,16 @@ +--- +layout: property +title: "rwa_irb_adj" +schemas: [loan] +--- + +# rwa_irb_adj + +--- + +Adjustment to risk-weighted exposure amount due to post-model adjustments + +Amounts added in accordance with Articles 153(5A)(a) and 154(4A)(a) of the Credit Risk: Internal Ratings Based Approach (CRR) Part. + +Reference: [Instructions For Reporting On Own Funds And Own Funds Requirements , column 0252, section 3.3.3.1, Instructions concerning specific positions]() + diff --git a/schemas/loan.json b/schemas/loan.json index 7a68a751..985f8c40 100644 --- a/schemas/loan.json +++ b/schemas/loan.json @@ -245,6 +245,10 @@ "el_irb": { "description": "The best estimate of expected loss when in default.", "type": "number" + }, + "el_irb_adj": { + "description": "Adjustment to expected loss due to post-model adjustments.", + "type": "number" }, "encumbrance_amount": { "description": "The amount of the loan that is encumbered by potential future commitments or legal liabilities. Monetary type represented as a naturally positive integer number of cents/pence.", @@ -852,6 +856,10 @@ "description": "The standardised approach risk weight represented as a decimal/float such that 1.5% is 0.015.", "type": "number" }, + "rwa_irb_adj": { + "description": "Adjustment to risk-weighted exposure amount due to post-model adjustments.", + "type": "number" + }, "secured": { "description": "Is this loan secured or unsecured?", "type": "boolean"