Foreign DTI Subsidiary (FDS) Risk Rating System Scorecard Schedules 1 - 4

Front PageProtected B When CompletedDTI Name:Business Unit:Foreign DTI Subsidiary (FDS) Risk Rating System ScorecardSchedules 1 - 4RRS Name:Portfolio:Asset Class:Date:

StructureSchedule 1 - FDS RRS Scorecard Template Structure

&LFDS RRS Scorecard Template Structure&RPage &P of &N

RRS - Portfolio OverviewProtected B When CompletedSchedule 2 - FDS Risk Rating System Portfolio Overview(See Self-assessment Instruction 3.4)Table 1.1 RRS DefinitionName of RRSInsert commentaryTable 1.2 General OverviewParent Banking Group (Consolidated Basis)Foreign DTI Subsidiary (Sub-consolidated Basis)Basel II asset classCoverage of related Basel II gross credit assets ($Billion, %)Coverage of related Basel II RWA ($Billion, %)Business unit/divisionProducts/customers covered by RRSCountry, %Years/months in use# of grades/buckets# of borrowers/facilitiesLevel of sign offDefinition of defaultActual number of defaults (total/last 12 months)Rating philosophyList of names of rating guidelines/documentsTable 1.3 Criteria/Segmentation Borrower/FacilityNon-RetailBorrower Rating DimensionFacility Rating DimensionParent Banking Group (Consolidated Basis)Foreign DTI Subsidiary (Sub-consloidated Basis)Parent Banking Group (Consolidated Basis)Foreign DTI Subsidiary (Sub-consloidated Basis)Mapping RRS to industries (if applicable)Do you map RRS to industries? (Y/N)List of industries coveredList of supporting documentsMapping RRS to master scale (if applicable)Do you map RRS to master scale? (Y/N)List of supporting documentsMapping RRS to external rating agenciesDo you map RRS to external rating agencies? (Y/N)List of supporting documentsCriteria used for RRS (key inputs)Criteria for each rating bucketCriteria for each rating scale (PD, LGD (as applicable))GranularityList of supporting documentsRetailParent Banking Group (Consolidated Basis)Foreign DTI Subsidiary (Sub-consloidated Basis)Parent Banking Group (Consolidated Basis)Foreign DTI Subsidiary (Sub-consloidated Basis)Segmentation criteriaList of titles of supporting documentsMapping RRS to credit scoreDo you map RRS to credit score? (Y/N)List of supporting documentsTable 1.4 Methodology (Borrower/Facility)Non RetailType of ModelBrief DescriptionFor model-based:List of Supporting DocumentsModel NameProprietary or vendor modelExternal vendorBorrower DimensionFacility Rating DimensionRetailType of ModelBrief DescriptionFor model-based:List of Supporting DocumentsModel NameProprietary or vendor modelExternal vendorTable 1.5 ResponsibilityParent Banking Group (Consolidated Basis)Foreign DTI Subsidiary (Sub-consolidated Basis)Responsibility (Department/ Contact Information)Description of ResponsibilitiesResponsibility (Department/ Contact Information)Description of ResponsibilitiesDesign of RRSValidation of RRSOperation of RRSAssignment of initial ratingsApproval of the initial ratingRefreshment of the ratingApproval of refreshment of the ratingOrg charts for each categoryTable 1.6 Performance of RRSParent Banking Group (Consolidated Basis)Foreign DTI Subsidiary (Sub-consolidated Basis)List of tests performed to measure performance of RRS and their respective frequency of applicationList of managements reports on RRS performanceTable 1.7 Use of RRSParent Banking Group (Consolidated Basis)Foreign DTI Subsidiary (Sub-consolidated Basis)Use of RRS (Y/N)DescriptionUse of RRS (Y/N)DescriptionLoan/Credit ApprovalReporting to senior management and the boardLoan loss reservingRegulatory capital allocationEconomic capital allocationProfitability analysis and pricing decisionsRisk Management and loan monitoringOther (please specify)Table 1.8 RRS OverridesParent Banking Group (Consolidated Basis)Foreign DTI Subsidiary (Sub-consolidated Basis)Frequency of RRS overridesScope of overridesTable 1.9 ImplementationResponsibilitiesSection of Minimum RequirmentsParent Banking Group (Consolidated Basis)Foreign DTI Subsidiary (Sub-consolidated Basis)(If the subsidiary has responsibilities for a given section, please complete the appropriate worksheet in Schedule 4.)Overall ComplianceRRS DesignRRS OperationCorporate GovernanceCredit Risk Control Unit (CRCU)Use of RRSRisk QuantificationValidationSupervisory LGD and EAD Estimates (FIRB)Table 1.10 Internal AuditResponsibilitiesParent Banking Group (Consolidated Basis)Foreign DTI Subsidiary (Sub-consolidated Basis)Internal Audit Work (division of responsibilities)

&LFDS RRS Scorecard - RRS Portfolio Overview&RPage &P of &N

SummaryProtected B When CompletedSchedule 3 - FDS Self-Assessment Summary(See Self-assessment Instructions 3.5)Table 1.1 Overall Summary TableGap AssessmentCurrent Project StatusCompliance StatusInternal Audit StatusN/AMajor gaps0Completed0Full compliance0Audit work completed0Minor gaps0On Schedule0Substantial compliance0Audit work in progress0No gaps0Somewhat behind schedule0Partial compliance (Impl.)0Audit work planned0Significantly behind schedule0Non-compliance0No Audit work planned0No work has been completed0No internal assessment done0Total0000Table 1.2 Self-Assessment Summary Table#Paragraph DescriptionSource/ Para. #Asset ClassGap AssessmentTarget Compliance DateCurrent Project StatusComplianceInternal AuditCommentsN/ARating 1Rating 2Rating 3Audit Status123456789141Composition of Minimum Requirements1.1Compliance with IRB requirements at the outset and on-going basis392All000001.2Immateriality of non-compliance393All000002RRS Design2.1Two Dimensional Rating SystemAll00000Two Dimensional Rating System396C,B,S00000Borrower Risk Rating Dimension397C,B,S00000Facility Risk Rating Dimension (AIRB)399C,B,S00000SL Rating Dimension400C,B,S00000Two Dimensional Rating System401R00000Requirements for (Retail) Pooling402R000002.2Rating StructureAll00000No excessive Concentrations403C,B,S00000Minimum Number of Borrower Grades404C,B,S00000Specified & Distinct Rating Criteria405C,B,S00000Controlling for Undue Concentrations406C,B,S00000Minimum Number of Facility Grades407C,B,S00000Minimum Number of SL Grades408C,B,S00000Minimum Number of (Retail) Pools409R000002.3Rating CriteriaAll00000Replicable Rating Grade Criteria410All00000Use of all relevant and material information411All00000SL Ratings & Supervisory Slotting Criteria412All00000Mapping Process to SL Slotting Criteria413All000002.4Assessment HorizonAll00000Assessment Horizon for Borrower Ratings414All00000Reflecting Adverse Economic Conditions415All00000Conservative View of Projected Information416All000002.5Use of Models403All000002.6Documentation of Rating System DesignAll00000Scope of Documentation418All00000Documenting Default & Loss Definitions419All00000Model Documentation420All00000Bank Responsibility for Model Documentation421All000003RRS Operations3.1Coverage of RatingsAll00000Coverage of Internal Risk Ratings422All00000Rating of Separate Legal Entities & Connection Rules423All000003.2Integrity of Rating ProcessAll00000Independence of Rating Assignment Process424C,B,S00000Refreshing Risk Ratings425C,B,S00000Updating Relevant & Material Information for Risk Ratings426C,B,S00000Review of Pool Assignment & Loss Characteristics427R000003.3Overrides428All000003.4Data MaintenanceAll00000Retrospective Reallocation Requirement429All00000Data Retention of Rating & Loss Histories430C,B,S00000LGD & EAD Data Retention Requirements431C,B,S00000Retail Data Retention Requirements433R000003.5Stress Tests & Capital AdequacyAll00000Stress Testing Processes for Capital Adequacy434All00000Credit Risk Stress Testing for IRB435All00000Considering 3 Sources of Information436All00000Stress Testing Across the Majority of Exposures437All000004Corporate Governance and Oversight4.1Corporate GovernanceAll00000Board & Senior Management Responsibilities438All00000Senior Management Responsibilities439All00000Reports to Board & Senior Management440All000004.2Credit Risk Control Unit (CRCU)All00000CRCU Independence and Responsibilities441All00000CRCU & Rating Models442All000004.3Internal & External Audit (IA)443All000005Use of RRS5.1Internal Ratings & Loss EstimatesAll00000Overall Use444All00000Track Record in Using Internal Ratings (AIRB)445All000006Risk Quantification6.1Overall Requirements for EstimationAll000000Estimating a PD for each grade or pool446All00000Long-run average of 1-yr realised default rates447All00000Use of all relevant, material and available information448All00000Estimates should be relevant449All00000Estimates should be representative450All00000Estimates should be conservative451All000006.2Definition of DefaultAll00000Alignment of Internal & Basel Definitions452All00000Indicators of Unlikeliness to Pay453All00000Monitoring of Definition Elements454All00000Retail Considerations455R00000Consistent use of Definition in Estimation456All00000Requirements for Defaults that 'cure'457All000006.3Re-ageing458All000006.4Treatment of Overdrafts459All000006.5Definition of Loss460All000006.6Requirements Specific to PD EstimationAll00000Appropriate use of available techniques461C,S,B00000Requirements for Data and Models Used462C,S,B00000Minimum of 5-year Observation Period463C,S,B00000Primary Use of Internal Data for Retail464R00000Use of total losses465R00000Minimum of 5-year Observation Period466R00000Accounting for Seasonality in Estimates467R000006.7Requirements Specific to own-LGD EstimatesAll00000Conservatism of Estimates468All00000Dependence between borrower risk and collateral469All00000Estimates Grounded in Historical Recovery Rates470All00000Treatment of Facilities in Default471All00000Minimum 7-year Observation Period (Wholesale)472C,S,B00000Minimum 5-year Observation Period (Retail)473R000006.8Requirements Specific to own-EAD EstimatesAll00000Definition of EAD474All00000Conservatism of Estimates475All00000EAD Estimates and Their Drivers476All00000Account Monitoring & Payment Processing Drivers477All00000Minimum 7-year Observation Period (Wholesale)478C,S,B00000Minimum 5-year Observation Period (Retail)479R000006.9Guarantees & Credit DerivativesAll00000A Consistent Adjustment for Guarantees480All00000Rating Requirements for Both Borrowers and Guarantors481All00000Treatment of Borrower and Guarantor482All00000Require Specified Criteria to Recognise Guarantors for IRB483All00000Qualifying an Eligible Guarantee484All00000Specifying Adjustment Criteria for Guarantees485All00000Adjustment Criteria Must Reflect Key Drivers486All00000Accounting for All Relevant Available Information487All00000Qualifying Standards for Credit Derivatives488All00000Assessment of Credit Derivative Payout Structure and Residual Risk489C,S,B000007Validation7.1Validation of Internal EstimatesAll00000Validating Rating System Accuracy, Consistency, and Performance500All00000Backtesting Internal Estimates and Its Documentation501All00000Use of Other Quantitative Validation Tools502All00000Changes in Validation Methods and Data503All00000Internal Standards for Deviations from Expectations504All000008Supervisory LGD and EAD Estimates8.1Definition of eligibility of CRE and RRE as collateralC,B,S00008.2Operational ReqirmentsC,B,S00008.3Requirements for Recognition of Financial ReceivablesC,B,S0000

&LFDS Self-Assessment Summary&RPage &P of &N

1. Overall Compliance Protected B When CompletedSchedule 4 - Section 1: FDS Overall Compliance1. Overall Compliance Self-assessment ScorecardTable 1 (See Self-assessment Instructions 3.6.3.1)#Paragraph DescriptionSource/ Para. #Asset ClassGap AssessmentTarget Compliance DateMeasures of SuccessActivities/ Initiatives/ ProjectsProject OwnerCurrent Project StatusComplianceInternal AuditCommentsN/A(Division/ Individual)Rating 1Rating 2Rating 3Audit StatusAudit Date12345678910111213141Composition of Minimum Requirements1.1Compliance with IRB requirements at the outset and on-going basis392All1.2Immateriality of non-compliance393All2. Description of Assessment Work Completed(See Self-assessment Instructions 3.6.3.2)Table 2.1 Internal AuditPlease describe the work done and rationale for assigning the rating scale as per columns 12 & 13.Table 2.2 OtherPlease describe the work done and rationale for assigning the rating status as per columns 10 & 11.3. Names of Supporting DocumentsTable 3 (See Self-assessment Instructions 3.6.3.3)

&LFDS Overall Compliance&RPage &P of &N

2. RRS Design Protected B When CompletedSchedule 4 - Section 2: FDS Risk Rating System Design1. RRS Design Self-Assessment ScorecardTable 1 (See Self-assessment Instructions 3.6.3.1)#Paragraph DescriptionSource/ Para. #Asset ClassGap AssessmentTarget Compliance DateMeasures of SuccessActivities/ Initiatives/ ProjectsProject OwnerCurrent Project StatusComplianceInternal AuditCommentsN/A(Division/ Individual)Rating 1Rating 2Rating 3Audit StatusAudit Date12345678910111213142RRS Design2.1Rating DimensionsAllTwo Dimensional Rating System396C,B,SBorrower Risk Rating Dimension397C,B,SFacility Risk Rating Dimension (AIRB)399C,B,SSL Rating Dimension400C,B,STwo Dimensional Rating System401RRequirements for (Retail) Pooling402R2.2Rating StructureAllNo excessive Concentrations403C,B,SMinimum Number of Borrower Grades404C,B,SSpecified & Distinct Rating Criteria405C,B,SControlling for Undue Concentrations406C,B,SMinimum Number of Facility Grades407C,B,SMinimum Number of SL Grades408C,B,SMinimum Number of (Retail) Pools409R2.3Rating CriteriaAllReplicable Rating Grade Criteria410AllUse of all relevant and material information411AllSL Ratings & Supervisory Slotting Criteria412AllMapping Process to SL Slotting Criteria413All2.4Assessment HorizonAllAssessment Horizon for Borrower Ratings414AllReflecting Adverse Economic Conditions415AllConservative View of Projected Information416All2.5Use of Models417All2.6Documentation of Rating System DesignAllScope of Documentation418AllDocumenting Default & Loss Definitions419AllModel Documentation420AllBank Responsibility for Model Documentation421All2. Description of Assessment Work Completed(See Self-assessment Instructions 3.6.3.2)Table 2.1 Internal AuditPlease describe the work done and rationale for assigning the rating status as per columns 12 & 13.Table 2.2 OtherPlease describe the work done and rationale for assigning the rating status as per columns 10 &11.3. Names of Supporting DocumentsTable 3 (See Self-assessment Instructions 3.6.3.3)

&LFDS Risk Rating System Design&RPage &P of &N

3. RRS Operation Protected B When CompletedSchedule 4 - Section 3: FDS Risk Rating System Operations1. RRS Operations Self-Assessment ScorecardTable 1 (See Self-assessment Instructions 3.6.3.1)#Paragraph DescriptionSource/ Para. #Asset ClassGap AssessmentTarget Compliance DateMeasures of SuccessActivities/ Initiatives/ ProjectsProject OwnerCurrent Project StatusComplianceInternal AuditCommentsN/A(Division/ Individual)Rating 1Rating 2Rating 3Audit StatusAudit Date12345678910111213143RRS Operations3.1Coverage of RatingsAllCoverage of Internal Risk Ratings422AllRating of Separate Legal Entities & Connection Rules423All3.2Integrity of Rating ProcessAllIndependence of Rating Assignment Process424C,B,SRefreshing Risk Ratings425C,B,SUpdating Relevant & Material Information for Risk Ratings426C,B,SReview of Pool Assignment & Loss Characteristics427R3.3Overrides428All3.4Data MaintenanceAllRetrospective Reallocation Requirement429AllData Retention of Rating & Loss Histories430C,B,SLGD & EAD Data Retention Requirements431C,B,SRetail Data Retention Requirements433R3.5Stress Tests & Capital AdequacyAllStress Testing Processes for Capital Adequacy434AllCredit Risk Stress Testing for IRB435AllConsidering 3 Sources of Information436AllStress Testing Across the Majority of Exposures437All2. Description of Assessment Work Completed(See Self-assessment Instructions 3.6.3.2)Table 2.1 Internal AuditPlease describe the work done and rationale for assigning the rating status as per columns 12 & 13.Table 2.2 OtherPlease describe the work done and rationale for assigning the rating status as per columns 10 & 11.3. Names of Supporting DocumentsTable 3 (See Self-assessment Instructions 3.6.3.3)

&LFDS Risk Rating System Operations&RPage &P of &N

4. CG, CRCU, IA Protected B When CompletedSchedule 4 - Section 4: FDS Corporate Governance, CRCU, & Internal Audit1. CG, CRCU, IA Self-Assessment ScorecardTable 1 (See Self-assessment Instructions 3.6.3.1)#Paragraph DescriptionSource/ Para. #Asset ClassGap AssessmentTarget Compliance DateMeasures of SuccessActivities/ Initiatives/ ProjectsProject OwnerCurrent Project StatusComplianceInternal AuditCommentsN/A(Division/ Individual)Rating 1Rating 2Rating 3Audit StatusAudit Date12345678910111213144Corporate Governance and Oversight4.1Corporate GovernanceAllBoard & Senior Management Responsibilities438AllSenior Management Responsibilities439AllReports to Board & Senior Management440All4.2Credit Risk Control Unit (CRCU)AllCRCU Independence and Responsibilities441AllCRCU & Rating Models442All4.3Internal & External Audit (IA)443All2. Description of Assessment Work Completed(See Self-assessment Instructions 3.6.3.2)Table 2.1 Internal AuditPlease describe the work done and rationale for assigning the rating status as per columns 12 & 13.Table 2.2 OtherPlease describe the work done and rationale for assigning the rating status as per columns 10 & 11.3. Names of Supporting DocumentsTable 3 (See Self-assessment Instructions 3.6.3.3)

&LFDS Corporate Governance, CRCU, & Internal Audit&RPage &P of &N

5. Use of RRS Protected B When CompletedSchedule 4 - Section 5: FDS Use of Risk Rating System1. Use of RRS Self-Assessment ScorecardTable 1 (See Self-assessment Instructions 3.6.3.1)#Paragraph DescriptionSource/ Para. #Asset ClassGap AssessmentTarget Compliance DateMeasures of SuccessActivities/ Initiatives/ ProjectsProject OwnerCurrent Project StatusComplianceInternal AuditCommentsN/A(Division/ Individual)Rating 1Rating 2Rating 3Audit StatusAudit Date12345678910111213145Use of RRS5.1Internal Ratings & Loss EstimatesAllOverall Use444AllTrack Record in Using Internal Ratings (AIRB)445All2. Description of Assessment Work Completed(See Self-assessment Instructions 3.6.3.2)Table 2.1 Internal AuditPlease describe the work done and rationale for assigning the rating status as per columns 12 & 13.Table 2.2 OtherPlease describe the work done and rationale for assigning the rating status as per columns 10 & 11.3. Names of Supporting DocumentsTable 3 (See Self-assessment Instructions 3.6.3.3)

&LFDS Use of Risk Rating System&RPage &P of &N

6. RQProtected B When CompletedSchedule 4 - Section 6: FDS Risk Quantification1. Risk Quantification Self-Assessment ScorecardTable 1 (See Self-assessment Instructions 3.6.3.1)#Paragraph DescriptionSource/ Para. #Asset ClassGap AssessmentTarget Compliance DateMeasures of SuccessActivities/ Initiatives/ ProjectsProject OwnerCurrent Project StatusComplianceInternal AuditCommentsN/A(Division/ Individual)Rating 1Rating 2Rating 3Audit StatusAudit Date12345678910111213146Risk Quantification6.1Overall Requirements for EstimationAllEstimating a PD for each grade or pool446AllLong-run average of 1-yr realised default rates447AllUse of all relevant, material and available information448AllEstimates should be relevant449AllEstimates should be representative450AllEstimates should be conservative451All6.2Definition of DefaultAllAlignment of Internal & Basel Definitions452AllIndicators of Unlikeliness to Pay453AllMonitoring of Definition Elements454AllRetail Considerations455RConsistent use of Definition in Estimation456AllRequirements for Defaults that 'cure'457All6.3Re-ageing458All6.4Treatment of Overdrafts459All6.5Definition of Loss460All6.6Requirements Specific to PD EstimationAllAppropriate use of available techniques461C,S,BRequirements for Data and Models Used462C,S,BMinimum of 5-year Observation Period463C,S,BPrimary Use of Internal Data for Retail464RUse of total losses465RMinimum of 5-year Observation Period466RAccounting for Seasonality in Estimates467R6.7Requirements Specific to own-LGD EstimatesAllConservatism of Estimates468AllDependence between borrower risk and collateral469AllEstimates Grounded in Historical Recovery Rates470AllTreatment of Facilities in Default471AllMinimum 7-year Observation Period (Wholesale)472C,S,BMinimum 5-year Observation Period (Retail)473R6.8Requirements Specific to own-EAD EstimatesAllDefinition of EAD474AllConservatism of Estimates475AllEAD Estimates and Their Drivers476AllAccount Monitoring & Payment Processing Drivers477AllMinimum 7-year Observation Period (Wholesale)478C,S,BMinimum 5-year Observation Period (Retail)479R6.9Guarantees & Credit DerivativesAllA Consistent Adjustment for Guarantees480AllRating Requirements for Both Borrowers and Guarantors481AllTreatment of Borrower and Guarantor482AllRequire Specified Criteria to Recognise Guarantors for IRB483AllQualifying an Eligible Guarantee484AllSpecifying Adjustment Criteria for Guarantees485AllAdjustment Criteria Must Reflect Key Drivers486AllAccounting for All Relevant Available Information487AllQualifying Standards for Credit Derivatives488AllAssessment of Credit Derivative Payout Structure and Residual Risk489C,S,B2. Description of Assessment Work Completed(See Self-assessment Instructions 3.6.3.2)Table 2.1 Internal AuditPlease describe the work done and rationale for assigning the rating status as per columns 12 & 13.Table 2.2 OtherPlease describe the work done and rationale for assigning the rating status as per columns 10 & 11.3. Names of Supporting DocumentsTable 3 (See Self-assessment Instructions 3.6.3.3)

&LFDS Risk Quantification&RPage &P of &N

7. Validation Protected B When CompletedSchedule 4 - Section 7: FDS Validation1. Validation Self-Assessment ScorecardTable 1 (See Self-assessment Instructions 3.6.3.1)#Paragraph DescriptionSource/ Para. #Asset ClassGap AssessmentTarget Compliance DateMeasures of SuccessActivities/ Initiatives/ ProjectsProject OwnerCurrent Project StatusComplianceInternal AuditCommentsN/A(Division/ Individual)Rating 1Rating 2Rating 3Audit StatusAudit Date12345678910111213147Validation7.1Validation of Internal EstimatesAllValidating Rating System Accuracy, Consistency, and Performance500AllBacktesting Internal Estimates and Its Documentation501AllUse of Other Quantitative Validation Tools502AllChanges in Validation Methods and Data503AllInternal Standards for Deviations from Expectations504All2. Description of Assessment Work Completed(See Self-assessment Instructions 3.6.3.2)Table 2.1 Internal AuditPlease describe the work done and rationale for assigning the rating status as per columns 12 & 13.Table 2.2 OtherPlease describe the work done and rationale for assigning the rating status as per columns 10 & 11.3. Names of Supporting DocumentsTable 3 (See Self-assessment Instructions 3.6.3.3)

&LFDS Validation&RPage &P of &N

8. Supervisory LGD & EAD - FIRBSchedule 4 - Section 8: FDS Supervisory LGD and EAD Estimates (FIRB)1. RRS Design Self-Assessment ScorecardSupervisory LGD and EAD Estimates (FIRB) ScorecardTable 1 (See Self-assessment Instructions 3.6.3.1)#Paragraph DescriptionSource/ Para. #Asset ClassGap AssessmentTarget Compliance DateMeasures of SuccessActivities/ Initiatives/ ProjectsProject OwnerCurrent Project StatusComplianceInternal AuditCommentsN/A(Division/ Individual)Rating 1Rating 2Rating 3Audit StatusAudit Date12345678910111213148Supervisory LGD and EAD Estimates8.1Definition of Eligibility of CRE and RRE as Collateral507C,B,S8.2Operational Requirements for Eligible CRE/RRE509C,B,S8.3Requirements for Recognition of Financial Receivables511C,B,S2 Description of Assessment Work Completed(See Self-assessment Instructions 3.6.3.2)Table 2.1 Internal AuditPlease describe the work done and rational for assigning the rating grade as per columns 12 & 13.Table 2.2 OtherPlease describe the work done and rational for assigning the rating grade as per column 10 & 11.3. Names of Supporting DocumentsTable 3 (See Self-assessment Instructions 3.6.3.3)

&LFDS Supervisory LGD and EAD Estimates (FIRB)&RPage &P of &N

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