<?xml version="1.0"?>
<CreditSimulation>
  <!-- ================================== -->
  <!-- Transition Matrices                -->
  <!-- ================================== -->
  <TransitionMatrices>
    <TransitionMatrix>
      <Name>TransitionMatrix_1</Name>
      <Data t0="0.0" t1="1.0"><!--   Aaa     Aa      A       Baa     Ba      B       C    Default  -->
	0.8588, 0.0976, 0.0048, 0.0000, 0.0003, 0.0000, 0.0000, 0.0000, 
	0.0092, 0.8487, 0.0964, 0.0036, 0.0015, 0.0002, 0.0000, 0.0004, 
	0.0008, 0.0224, 0.8624, 0.0609, 0.0077, 0.0021, 0.0000, 0.0002, 
	0.0008, 0.0037, 0.0602, 0.7916, 0.0648, 0.0130, 0.0011, 0.0019, 
	0.0003, 0.0008, 0.0046, 0.0402, 0.7676, 0.0788, 0.0047, 0.0140, 
	0.0001, 0.0004, 0.0016, 0.0053, 0.0586, 0.7607, 0.0274, 0.0660, 
	0.0000, 0.0000, 0.0000, 0.0100, 0.0279, 0.0538, 0.5674, 0.2535, 
	0.0000, 0.0000, 0.0000, 0.0000, 0.0000, 0.0000, 0.0000, 1.0000  
      </Data>
      <!-- specify a full termstructure here -->
    </TransitionMatrix>
  </TransitionMatrices>
  <!-- ================================== -->
  <!-- Entities                           -->
  <!-- ================================== -->
  <!-- regulatory maximum correlation 0.24 corresponds to factor
       loading 0.4898979485566356 -->
  <Entities>
    <Entity>
      <Name>CPTY_A</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_B</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_C</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_1</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_2</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_3</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_4</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_5</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_6</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_7</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_8</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_9</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_10</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_11</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_12</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_13</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_14</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_15</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_16</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_17</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_18</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_19</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_20</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_21</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_22</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_23</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_24</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_25</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_26</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_27</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_28</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_29</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_30</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_31</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_32</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_33</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_34</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_35</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_36</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_37</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_38</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_39</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_40</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_41</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_42</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_43</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_44</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_45</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_46</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_47</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_48</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_49</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_50</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_51</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_52</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_53</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_54</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_55</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_56</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_57</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_58</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_59</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_60</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_61</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_62</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_63</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_64</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_65</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_66</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_67</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_68</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_69</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_70</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_71</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_72</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_73</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_74</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_75</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_76</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_77</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_78</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_79</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_80</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_81</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_82</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_83</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_84</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_85</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_86</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_87</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_88</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_89</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_90</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_91</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_92</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_93</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_94</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_95</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_96</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_97</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_98</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_99</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
    <Entity>
      <Name>CPTY_100</Name>
      <FactorLoadings>0.00</FactorLoadings>
      <TransitionMatrix>TransitionMatrix_1</TransitionMatrix>
      <InitialState>4</InitialState>
    </Entity>
  </Entities>
  <!-- ================================== -->
  <!-- Netting Sets, Risk and PnL         -->
  <!-- ================================== -->
  <NettingSetIds> </NettingSetIds>
  <Risk>
    <Market>N</Market>
    <Credit>Y</Credit>
    <ZeroMarketPnl>N</ZeroMarketPnl>
    <DoubleDefault>Y</DoubleDefault>
    <Evaluation>Analytic</Evaluation>
    <Seed>42</Seed>
    <Paths>100</Paths>
    <CreditMode>Default</CreditMode>
    <!-- Migration, Default -->
    <LoanExposureMode>Notional</LoanExposureMode>
    <!-- Notional, Value -->
  </Risk>
</CreditSimulation>
