EBU Single Rulebook Q&A 21 December 2016 2016_3066 Report of Type of Facility

Definition of Low Default Portfolios in C 102.00 requires classifying portfolios by Type of Facility. In order to do this we evaluate two main options.The first one consists of assigning each value of Type of Facility in accordance with the global product, so an entire contract will be classified into a unique value of that field.