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VUS-optimal mapping of the original nine LGD grades to models with five, four, three and two grades.
| 9 grades | 5 grades | 4 grades | 3 grades | 2 grades | |
|---|---|---|---|---|---|
| LGD grades | 1 | 1 | 1 | 1 | 1 |
| 2 | 1 | 1 | 1 | 1 | |
| 3 | 2 | 1 | 1 | 1 | |
| 4 | 2 | 2 | 1 | 1 | |
| 5 | 2 | 2 | 1 | 1 | |
| 6 | 3 | 2 | 2 | 1 | |
| 7 | 3 | 2 | 2 | 1 | |
| 8 | 4 | 3 | 2 | 1 | |
| 9 | 5 | 4 | 3 | 2 | |
| VUS | 0.00 | 0.05 | 0.20 | 0.46 | 0.76 |
| Somers' D | 0.71 | 0.70 | 0.69 | 0.70 | 0.76 |
| CLAR | 0.58 | 0.66 | 0.54 | 0.60 | 0.55 |
