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% | 0.65% | 1.66% | 0.56% | 0.34% | 0.51% | 0.93% | 0.35% | 0.31% | 0.00% | 0.00% | 0.00% | 26.70% |
0.25% | 0.72% | 1.83% | 0.62% | 0.38% | 0.56% | 1.02% | 0.38% | 0.35% | 26.50% | 0.00% | 17.60% | 42.70% |
0.50% | 1.16% | 3.08% | 1.07% | 0.58% | 0.84% | 1.51% | 0.61% | 0.56% | 28.90% | 0.00% | 0.00% | 59.00% |