New IRB Attributes for PRA

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](<https://www.bankofengland.co.uk/-/media/boe/files/prudential-regulation/regulatory-reporting/banking/2026/january/annex-ii-reporting-instructions.pdf>)
+

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](<https://www.bankofengland.co.uk/-/media/boe/files/prudential-regulation/regulatory-reporting/banking/2026/january/annex-ii-reporting-instructions.pdf>)
+

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"