# # /home/spindlea/test/default/juni.in.rls-shortened # # Created Tue Oct 2 16:29:15 2007 on by user , using Rlist.pm 1.3.0. # Random Lists (Rlist) data file (see ). # 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; }; }; "4136-Pseudo" = { 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; }; }; "529-Pseudo" = { LaD = 40604.790000; LaD_V = 1645486517.958300; PD = 0.0111247097007007; risk-factor-weights = { 25 = 0.2809146000000000; }; }; "599-Pseudo" = { LaD = 1222010.070000; LaD_V = 76611455372.760100; PD = 0.0113678256705635; risk-factor-weights = { 25 = 0.2595980000000000; }; }; "61-Pseudo" = { LaD = 585890.440000; LaD_V = 31156669071.467200; PD = 0.0341626666560757; risk-factor-weights = { 25 = 0.2447575000000000; }; }; "643-Pseudo" = { LaD = 374841.010000; LaD_V = 6770530956.188100; PD = 0.0001500000000000; risk-factor-weights = { 25 = 0.2083003000000000; }; }; "659-Pseudo" = { LaD = 1209725.020000; LaD_V = 9555261118.373400; PD = 0.0001500000000000; risk-factor-weights = { 25 = 0.2083003000000000; }; }; "66-Pseudo" = { LaD = 76482.970000; LaD_V = 1374859984.893700; PD = 0.1073262360011371; risk-factor-weights = { 25 = 0.2092743000000000; }; }; "85-Pseudo" = { LaD = 434546.250000; LaD_V = 15122055687.546900; PD = 0.0666098066773645; risk-factor-weights = { 25 = 0.2100450000000000; }; }; "915-Pseudo" = { LaD = 39318.570000; LaD_V = 1545949946.844900; PD = 0.0119388664440237; risk-factor-weights = { 25 = 0.2645608000000000; }; }; }; verbundkunden = { "1001008960" = { obligors = { 1001008333 = { PD = 0.2958480000000000; risk-factor-weights = { 17 = 0.3237824000000000; }; value-vector = (0.000000, 612.120000); }; }; rho-verbund = 0.8500000000000000; }; "1001020197" = { obligors = { 1001020197 = { PD = 0.0036472243330131; risk-factor-weights = { 5 = 0.2642797000000000; }; value-vector = (0.000000, 2171224.810000); }; }; rho-verbund = 0.8500000000000000; }; "1001084466" = { obligors = { 1001084466 = { PD = 0.0060550000000000; risk-factor-weights = { 8 = 0.2689503000000000; }; value-vector = (0.000000, 89460.000000); }; }; rho-verbund = 0.8500000000000000; }; "1001094200" = { obligors = { 1001033315 = { PD = 0.0373900000000000; risk-factor-weights = { 5 = 0.2702929000000000; 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