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% | 0.59% | 1.37% | 0.49% | 0.34% | 0.45% | 0.83% | 0.32% | 0.29% | 8.20% | 0.00% | 0.00% | 16.50% |
0.25% | 0.65% | 1.51% | 0.54% | 0.38% | 0.50% | 0.90% | 0.35% | 0.32% | 21.20% | 0.00% | 17.70% | 43.70% |
0.50% | 0.97% | 2.33% | 0.84% | 0.54% | 0.72% | 1.27% | 0.51% | 0.47% | 23.70% | 0.00% | 28.80% | 54.10% |