← modelrisk.app
·
Assumptions
·
A-035
credit domain
Counterparty PD for CVA
A-035
·
active
·
medium sensitivity
Value
Rating → 1Y PD: AAA=0.01%, AA=0.03%, A=0.07%, BBB=0.18%, BB=0.83%
source
Moody's / S&P
derivation
published_source
quality
published
next review due
2026-06-30