2018 Low and High Default Portfolios (LDP) Exercise

Topic area:
Status: 11.01.2019 |
Archived
Key words:
IRBA, Regulatory reporting, Market risk
Initiative
Official name
EBA Report - Results from the 2017 Low and High Default Portfolios Exercise
Type
Report
Level 3 / Other
Initiator
EBA
Submitted
14.11.2017
Doc. code
-
Summary
Status
Status

Get a subscription to have access to the whole content.

Current version
Final version
10.01.2019
Next step
Entry into force and application
Entry into force

Get a subscription to have access to the whole content.

Application date

Get a subscription to have access to the whole content.

Scope
Associated initiatives
Level 1
–
Level 2
ITS on benchmarking exercise (binding, Supplement, EU)
ITS on benchmarking of internal models 2018 (binding, Amendment, EU)
Level 3 / Other
RESULTS FROM THE 2019 LOW-DEFAULT AND HIGH-DEFAULT PORTFOLIOS EXERCISE (non-binding, EU)

Source: EBA, EBA Report - Results from the 2017 Low and High Default Portfolios Exercise, 2019