Rating LRDF | Avg PD | SD | LRDF underestimation rate | |||||||||
PT 0.5 | PT 0.9 | Mode | Pooled | PT 0.5 | PT 0.9 | Mode | Pooled | PT 0.5 | PT 0.9 | Mode | Pooled | |
0.10% | 0.36% | 0.94% | 0.58% | 0.36% | 0.29% | 0.55% | 0.36% | 0.33% | 19.70% | 0.00% | 0.00% | 24.60% |
0.25% | 0.40% | 1.03% | 0.64% | 0.39% | 0.31% | 0.60% | 0.40% | 0.36% | 43.60% | 0.00% | 15.50% | 39.50% |
0.50% | 0.62% | 1.67% | 1.08% | 0.59% | 0.46% | 0.87% | 0.62% | 0.58% | 48.00% | 0.00% | 0.00% | 58.70% |