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% | 0.32% | 0.78% | 0.47% | 0.33% | 0.25% | 0.48% | 0.30% | 0.27% | 13.80% | 0.00% | 0.00% | 15.60% |
0.25% | 0.35% | 0.85% | 0.53% | 0.37% | 0.27% | 0.52% | 0.33% | 0.29% | 45.30% | 6.90% | 16.30% | 43.10% |
0.50% | 0.52% | 1.29% | 0.83% | 0.54% | 0.39% | 0.73% | 0.50% | 0.46% | 57.30% | 13.50% | 26.30% | 56.00% |