#
# /home/spindlea/test/default/juni.in.rls-shortened
#
# Created Tue Oct 2 16:29:15 2007 on <rosemary> by user <spindlea>, using Rlist.pm 1.3.0.
# Random Lists (Rlist) data file (see <http://www.visualco.de>).
# Numerical precision: not rounded.
# Other options: 'fast'.
#
{
merton = {
configuration = {
cvar_contr_quantile = 0.95;
default_only = Y;
distribution_cut_off = 1;
distribution_loss_unit = 5000000;
distribution_pixel = 0;
importance_sampling = Y;
importance_sampling_loss_quantile = 0.04000000000000;
max_error = 0.00010000000000;
num_factors = 65;
num_runs = 10000;
num_runs_for_CLT = 1000;
num_threads = 0;
obligor_contributions = CLT2;
random_seed = 123;
unexpected_shortfall_quantile = 0.95;
verbose = Y;
};
genl_info = {
ds_inst = 20070630009;
ds_inst_type = P;
portfolio_id = CBGR;
portfolio_set = merton;
};
pseudo-verbundkunden = {
"1011-Pseudo" = {
LaD = 7642.730000;
LaD_V = 7895281.155700;
PD = 0.0167600000000000;
risk-factor-weights = {
25 = 0.2470307000000000;
};
};
"1056-Pseudo" = {
LaD = 5476.680000;
LaD_V = 29994023.822400;
PD = 0.0350000000000000;
risk-factor-weights = {
25 = 0.2237061000000000;
};
};
"1163-Pseudo" = {
LaD = 474700.940000;
LaD_V = 4416753823.756600;
PD = 0.0076683907811516;
risk-factor-weights = {
25 = 0.2559757000000000;
};
};
"1204-Pseudo" = {
LaD = 9794.630000;
LaD_V = 36602180.390100;
PD = 0.0002500000000000;
risk-factor-weights = {
25 = 0.2143456000000000;
};
};
"1234-Pseudo" = {
LaD = 227569.630000;
LaD_V = 4909260278.532300;
PD = 0.0036170921388763;
risk-factor-weights = {
25 = 0.2511903000000000;
};
};
"1255-Pseudo" = {
LaD = 3992356.170000;
LaD_V = 97686358187.293900;
PD = 0.0006531709368444;
risk-factor-weights = {
25 = 0.2277808000000000;
};
};
"1330-Pseudo" = {
LaD = 2126919.440000;
LaD_V = 14025322543.169000;
PD = 0.0006743675499467;
risk-factor-weights = {
25 = 0.2272283000000000;
};
};
"1341-Pseudo" = {
LaD = 2998229.040000;
LaD_V = 32134385266.604200;
PD = 0.0335085984012384;
risk-factor-weights = {
25 = 0.2291120000000000;
};
};
"1347-Pseudo" = {
LaD = 1522780.550000;
LaD_V = 17069081315.763300;
PD = 0.1377607099478009;
risk-factor-weights = {
25 = 0.2234134000000000;
};
};
"1355-Pseudo" = {
LaD = 962386.200000;
LaD_V = 5541605609.724800;
PD = 0.0006708509738398;
risk-factor-weights = {
25 = 0.2266642000000000;
};
};
"1371-Pseudo" = {
LaD = 406878.170000;
LaD_V = 5593753096.140100;
PD = 0.1061312696352488;
risk-factor-weights = {
25 = 0.2088689000000000;
};
};
"1382-Pseudo" = {
LaD = 769709.050000;
LaD_V = 17002595699.359100;
PD = 0.0017220458377227;
risk-factor-weights = {
25 = 0.2436087000000000;
};
};
"1411-Pseudo" = {
LaD = 2714943.000000;
LaD_V = 80051732283.273600;
PD = 0.0202588328242086;
risk-factor-weights = {
25 = 0.2451753000000000;
};
};
"1511-Pseudo" = {
LaD = 2091.940000;
LaD_V = 4376212.963600;
PD = 0.0730900000000000;
risk-factor-weights = {
25 = 0.3006458000000000;
};
};
"1517-Pseudo" = {
LaD = 17290.550000;
LaD_V = 162853093.489700;
PD = 0.0042887921488905;
risk-factor-weights = {
25 = 0.2517372000000000;
};
};
"1522-Pseudo" = {
LaD = 9179.480000;
LaD_V = 84262853.070400;
PD = 0.0042750000000000;
risk-factor-weights = {
25 = 0.2537866000000000;
};
};
"1677-Pseudo" = {
LaD = 1724.750000;
LaD_V = 2974762.562500;
PD = 0.1298100000000000;
risk-factor-weights = {
25 = 0.2182452000000000;
};
};
"1713-Pseudo" = {
LaD = 6328.480000;
LaD_V = 38099787.430400;
PD = 0.0002500000000000;
risk-factor-weights = {
25 = 0.2143456000000000;
};
};
"1717-Pseudo" = {
LaD = 346.300000;
LaD_V = 119923.690000;
PD = 0.0038500000000000;
risk-factor-weights = {
25 = 0.2519611000000000;
};
};
"1756-Pseudo" = {
LaD = 5387107.630000;
LaD_V = 73195688600.474300;
PD = 0.0297072298674552;
risk-factor-weights = {
25 = 0.2363193000000000;
};
};
"1783-Pseudo" = {
LaD = 189523.820000;
LaD_V = 989426334.607200;
PD = 0.0465451382887708;
risk-factor-weights = {
25 = 0.2218893000000000;
};
};
"181-Pseudo" = {
LaD = 3968035.210000;
LaD_V = 460090710871.011300;
PD = 0.0205630070970709;
risk-factor-weights = {
25 = 0.2725943000000000;
};
};
"1835-Pseudo" = {
LaD = 47175.650000;
LaD_V = 247511956.596100;
PD = 0.0764066793135865;
risk-factor-weights = {
25 = 0.2083022000000000;
};
};
"1859-Pseudo" = {
LaD = 192731.790000;
LaD_V = 697082743.787900;
PD = 0.0677285624518520;
risk-factor-weights = {
25 = 0.2102155000000000;
};
};
"188-Pseudo" = {
LaD = 885808.990000;
LaD_V = 96664887880.718100;
PD = 0.1064613481729619;
risk-factor-weights = {
25 = 0.2089274000000000;
};
};
"1894-Pseudo" = {
LaD = 107866.180000;
LaD_V = 503311165.163000;
PD = 0.0006698530568153;
risk-factor-weights = {
25 = 0.2281844000000000;
};
};
"1907-Pseudo" = {
LaD = 7333.240000;
LaD_V = 33782589.385000;
PD = 0.0541800000000000;
risk-factor-weights = {
25 = 0.2131884000000000;
};
};
"1911-Pseudo" = {
LaD = 10715.380000;
LaD_V = 114819368.544400;
PD = 0.2009400000000000;
risk-factor-weights = {
25 = 0.2538641000000000;
};
};
"2009-Pseudo" = {
LaD = 28672.490000;
LaD_V = 120664611.505700;
PD = 0.1578042711288764;
risk-factor-weights = {
25 = 0.2316571000000000;
};
};
"2033-Pseudo" = {
LaD = 1235.500000;
LaD_V = 1175734.570000;
PD = 0.0042742485633346;
risk-factor-weights = {
25 = 0.2531389000000000;
};
};
"2052-Pseudo" = {
LaD = 1936.810000;
LaD_V = 3751232.976100;
PD = 0.0209300000000000;
risk-factor-weights = {
25 = 0.2440121000000000;
};
};
"2180-Pseudo" = {
LaD = 19475.680000;
LaD_V = 345245130.628600;
PD = 0.1140597674278895;
risk-factor-weights = {
25 = 0.3387213000000000;
};
};
"2182-Pseudo" = {
LaD = 5321.600000;
LaD_V = 19834606.868600;
PD = 0.2009400000000000;
risk-factor-weights = {
25 = 0.4155305000000000;
};
};
"2328-Pseudo" = {
LaD = 5461378.820000;
LaD_V = 10756295530.785000;
PD = 0.0010645613963964;
risk-factor-weights = {
25 = 0.2361078000000000;
};
};
"2392-Pseudo" = {
LaD = 4655.510000;
LaD_V = 16377441.264500;
PD = 0.1298100000000000;
risk-factor-weights = {
25 = 0.2182452000000000;
};
};
"2448-Pseudo" = {
LaD = 20502.250000;
LaD_V = 177064426.867100;
PD = 0.0004100000000000;
risk-factor-weights = {
25 = 0.2207838000000000;
};
};
"2724-Pseudo" = {
LaD = 69120.500000;
LaD_V = 334019717.388200;
PD = 0.0196913624188734;
risk-factor-weights = {
25 = 0.2468181000000000;
};
};
"2728-Pseudo" = {
LaD = 45005.440000;
LaD_V = 119530981.853400;
PD = 0.0541949465735697;
risk-factor-weights = {
25 = 0.2131904000000000;
};
};
"2782-Pseudo" = {
LaD = 5347.140000;
LaD_V = 15775978.805000;
PD = 0.0143557517027794;
risk-factor-weights = {
25 = 0.2520275000000000;
};
};
"2879-Pseudo" = {
LaD = 6094.030000;
LaD_V = 37137201.640900;
PD = 0.0055400000000000;
risk-factor-weights = {
25 = 0.2582296000000000;
};
};
"294-Pseudo" = {
LaD = 34510.890000;
LaD_V = 1191001528.592100;
PD = 0.1077661638000000;
risk-factor-weights = {
25 = 0.2094661000000000;
};
};
"2960-Pseudo" = {
LaD = 2894.310000;
LaD_V = 8359740.282500;
PD = 0.1615245146603553;
risk-factor-weights = {
25 = 0.2335606000000000;
};
};
"3033-Pseudo" = {
LaD = 369057.550000;
LaD_V = 946405244.806500;
PD = 0.0664597568593028;
risk-factor-weights = {
25 = 0.2074999000000000;
};
};
"3047-Pseudo" = {
LaD = 507995.640000;
LaD_V = 7443145826.177000;
PD = 0.0026398448936687;
risk-factor-weights = {
25 = 0.2484155000000000;
};
};
"3093-Pseudo" = {
LaD = 2765866.950000;
LaD_V = 43399724611.284900;
PD = 0.0004402029680169;
risk-factor-weights = {
25 = 0.2217987000000000;
};
};
"3097-Pseudo" = {
LaD = 1335353.780000;
LaD_V = 17002613017.573600;
PD = 0.0026206757432850;
risk-factor-weights = {
25 = 0.2485715000000000;
};
};
"3194-Pseudo" = {
LaD = 1824649.320000;
LaD_V = 30723524683.593000;
PD = 0.0012592494362807;
risk-factor-weights = {
25 = 0.2392406000000000;
};
};
"3199-Pseudo" = {
LaD = 1199231.650000;
LaD_V = 16595219739.054500;
PD = 0.0078995439887031;
risk-factor-weights = {
25 = 0.2567977000000000;
};
};
"3248-Pseudo" = {
LaD = 390330.030000;
LaD_V = 20148405625.856900;
PD = 0.0079872760431217;
risk-factor-weights = {
25 = 0.2566506000000000;
};
};
"325-Pseudo" = {
LaD = 412881.110000;
LaD_V = 106210466584.153300;
PD = 0.0024203901393544;
risk-factor-weights = {
25 = 0.2494323000000000;
};
};
"3284-Pseudo" = {
LaD = 31923779.780000;
LaD_V = 1024056799310.273200;
PD = 0.0027926414791924;
risk-factor-weights = {
25 = 0.2544137000000000;
};
};
"333-Pseudo" = {
LaD = 4826290.540000;
LaD_V = 1019995135199.779000;
PD = 0.0357035727508265;
risk-factor-weights = {
25 = 0.2393716000000000;
};
};
"3332-Pseudo" = {
LaD = 1403484.540000;
LaD_V = 39165793049.654800;
PD = 0.0012012250163940;
risk-factor-weights = {
25 = 0.2383597000000000;
};
};
"3337-Pseudo" = {
LaD = 7593667.740000;
LaD_V = 197024233764.720400;
PD = 0.0084492687130775;
risk-factor-weights = {
25 = 0.2791898000000000;
};
};
"339-Pseudo" = {
LaD = 1606917.020000;
LaD_V = 189638116461.744000;
PD = 0.1331527778355809;
risk-factor-weights = {
25 = 0.2200144000000000;
};
};
"3481-Pseudo" = {
LaD = 677676.340000;
LaD_V = 15468999270.017400;
PD = 0.0080934221886684;
risk-factor-weights = {
25 = 0.2735339000000000;
};
};
"3503-Pseudo" = {
LaD = 373999.320000;
LaD_V = 12784031380.984400;
PD = 0.0111453094387050;
risk-factor-weights = {
25 = 0.2793993000000000;
};
};
"352-Pseudo" = {
LaD = 139261.440000;
LaD_V = 19393748670.873600;
PD = 0.0803060750025693;
risk-factor-weights = {
25 = 0.2073996000000000;
};
};
"3555-Pseudo" = {
LaD = 2296911.140000;
LaD_V = 89549077463.469200;
PD = 0.0027450386888222;
risk-factor-weights = {
25 = 0.2531309000000000;
};
};
"3557-Pseudo" = {
LaD = 11680255.820000;
LaD_V = 428656022081.616600;
PD = 0.0057844949676784;
risk-factor-weights = {
25 = 0.2679224000000000;
};
};
"3593-Pseudo" = {
LaD = 23292.370000;
LaD_V = 542534500.216900;
PD = 0.1615100000000000;
risk-factor-weights = {
25 = 0.2335530000000000;
};
};
"3616-Pseudo" = {
LaD = 189934.520000;
LaD_V = 12433917567.849400;
PD = 0.1291018136431289;
risk-factor-weights = {
25 = 0.2188185000000000;
};
};
"3682-Pseudo" = {
LaD = 2829793.600000;
LaD_V = 205298792322.836000;
PD = 0.0677926601998523;
risk-factor-weights = {
25 = 0.2126404000000000;
};
};
"3693-Pseudo" = {
LaD = 3713106.310000;
LaD_V = 540558771581.961900;
PD = 0.0018488390702408;
risk-factor-weights = {
25 = 0.2461719000000000;
};
};
"3717-Pseudo" = {
LaD = 1125453.360000;
LaD_V = 68859931328.193800;
PD = 0.0011664907606991;
risk-factor-weights = {
25 = 0.2377948000000000;
};
};
"3805-Pseudo" = {
LaD = 703115.640000;
LaD_V = 91360505156.602400;
PD = 0.1298923141983151;
risk-factor-weights = {
25 = 0.2192211000000000;
};
};
"383-Pseudo" = {
LaD = 74691.380000;
LaD_V = 5578802246.304400;
PD = 0.0637981606724265;
risk-factor-weights = {
25 = 0.2074141000000000;
};
};
"3840-Pseudo" = {
LaD = 40434.980000;
LaD_V = 1634987607.600400;
PD = 0.0648058236291301;
risk-factor-weights = {
25 = 0.2215968000000000;
};
};
"3968-Pseudo" = {
LaD = 6650113.660000;
LaD_V = 2233975204200.889200;
PD = 0.1092118295087914;
risk-factor-weights = {
25 = 0.3339605000000000;
};
};
"4099-Pseudo" = {
LaD = 7393.980000;
LaD_V = 27391663.049000;
PD = 0.2009400000000000;
risk-factor-weights = {
25 = 0.2538641000000000;
};
};
"4127-Pseudo" = {
LaD = 87999.310000;
LaD_V = 1707535877.893300;
PD = 0.0255003656517414;
risk-factor-weights = {
25 = 0.2533476000000000;
};
};
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LaD = 63166.230000;
LaD_V = 2439900457.906500;
PD = 0.0074362638739076;
risk-factor-weights = {
25 = 0.2660568000000000;
};
};
"4158-Pseudo" = {
LaD = 16074.960000;
LaD_V = 160305720.708200;
PD = 0.0055575335553339;
risk-factor-weights = {
25 = 0.2621728000000000;
};
};
"4206-Pseudo" = {
LaD = 3492064.120000;
LaD_V = 5697904352755.430200;
PD = 0.0002506110848669;
risk-factor-weights = {
25 = 0.2143763000000000;
};
};
"433-Pseudo" = {
LaD = 102849.330000;
LaD_V = 10575331501.554900;
PD = 0.1911250038585971;
risk-factor-weights = {
25 = 0.2488161000000000;
};
};
"438-Pseudo" = {
LaD = 725533.610000;
LaD_V = 183700893195.420500;
PD = 0.0044177022757100;
risk-factor-weights = {
25 = 0.2596427000000000;
};
};
"4413-Pseudo" = {
LaD = 1888094.890000;
LaD_V = 107477121672.409700;
PD = 0.0689896557611590;
risk-factor-weights = {
25 = 0.2125986000000000;
};
};
"4478-Pseudo" = {
LaD = 9422437.780000;
LaD_V = 19064407261434.653600;
PD = 0.0205251237914400;
risk-factor-weights = {
25 = 0.2652457000000000;
};
};
"4579-Pseudo" = {
LaD = 271.290000;
LaD_V = 73598.264100;
PD = 0.2500000000000000;
risk-factor-weights = {
25 = 0.4089923000000000;
};
};
"4641-Pseudo" = {
LaD = 37077250.390000;
LaD_V = 61852981401027.821300;
PD = 0.0421562309530558;
risk-factor-weights = {
25 = 0.2804029000000000;
};
};
"4649-Pseudo" = {
LaD = 6832243.490000;
LaD_V = 12644021658451.255900;
PD = 0.4595809863940548;
risk-factor-weights = {
25 = 0.6788039000000000;
};
};
"4685-Pseudo" = {
LaD = 25066.670000;
LaD_V = 628337944.888900;
PD = 0.0350775774408658;
risk-factor-weights = {
25 = 0.2709921000000000;
};
};
"4700-Pseudo" = {
LaD = 14251382.880000;
LaD_V = 87329982541.987400;
PD = 0.0100992317232270;
risk-factor-weights = {
25 = 0.2818946000000000;
};
};
"4725-Pseudo" = {
LaD = 4218485.950000;
LaD_V = 30772960302.048300;
PD = 0.0130543944946036;
risk-factor-weights = {
25 = 0.2840378000000000;
};
};
"4733-Pseudo" = {
LaD = 901188.580000;
LaD_V = 7614525571.233400;
PD = 0.0842535653057205;
risk-factor-weights = {
25 = 0.2269603000000000;
};
};
"4736-Pseudo" = {
LaD = 826871.100000;
LaD_V = 6637363069.403400;
PD = 0.1617122430567472;
risk-factor-weights = {
25 = 0.2336564000000000;
};
};
"4744-Pseudo" = {
LaD = 177477.920000;
LaD_V = 518815845.604000;
PD = 0.0015198497263556;
risk-factor-weights = {
25 = 0.2429328000000000;
};
};
"4765-Pseudo" = {
LaD = 51053.860000;
LaD_V = 183551233.219000;
PD = 0.0002444875862471;
risk-factor-weights = {
25 = 0.2140664000000000;
};
};
"477-Pseudo" = {
LaD = 2943363.820000;
LaD_V = 767174298971.590600;
PD = 0.0080578317241204;
risk-factor-weights = {
25 = 0.2643004000000000;
};
};
"4809-Pseudo" = {
LaD = 117741.320000;
LaD_V = 823240079.567200;
PD = 0.1291050873812014;
risk-factor-weights = {
25 = 0.2181214000000000;
};
};
"4911-Pseudo" = {
LaD = 5854.490000;
LaD_V = 8438357.922700;
PD = 0.2500000000000000;
risk-factor-weights = {
25 = 0.2475864000000000;
};
};
"495-Pseudo" = {
LaD = 501469.800000;
LaD_V = 69719617288.840400;
PD = 0.0083369550513814;
risk-factor-weights = {
25 = 0.2632863000000000;
};
};
"4980-Pseudo" = {
LaD = 247380.630000;
LaD_V = 3292120099.988700;
PD = 0.0546903785914792;
risk-factor-weights = {
25 = 0.2591054000000000;
};
};
"5100-Pseudo" = {
LaD = 20981.450000;
LaD_V = 92593182.773500;
PD = 0.2030462775642293;
risk-factor-weights = {
25 = 0.2549503000000000;
};
};
"5103-Pseudo" = {
LaD = 5698.050000;
LaD_V = 32467773.802500;
PD = 0.0006100000000000;
risk-factor-weights = {
25 = 0.2266998000000000;
};
};
"5156-Pseudo" = {
LaD = 25827.650000;
LaD_V = 214017540.532100;
PD = 0.0568421231731489;
risk-factor-weights = {
25 = 0.2153469000000000;
};
};
"516-Pseudo" = {
LaD = 1937060.500000;
LaD_V = 431914903984.666800;
PD = 0.0211420454397605;
risk-factor-weights = {
25 = 0.2702650000000000;
};
};
"5200-Pseudo" = {
LaD = 7542.360000;
LaD_V = 19125948.976400;
PD = 0.0173987089669028;
risk-factor-weights = {
25 = 0.2750909000000000;
};
};
"5219-Pseudo" = {
LaD = 261353.660000;
LaD_V = 3454301967.463400;
PD = 0.0027529777650737;
risk-factor-weights = {
25 = 0.2525973000000000;
};
};
"5220-Pseudo" = {
LaD = 106936.370000;
LaD_V = 1195441808.291100;
PD = 0.0044343408455790;
risk-factor-weights = {
25 = 0.2591379000000000;
};
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