Circular on further requirements for own LGD estimates

Topic area:
Key words:
IRBA
Initiative
Official name
Rundschreiben 16/2021(BA) zu weiteren Anforderungen an eigene LGD-Schätzungen
Type
Circular Letter
Level 3 / Other
Initiator
BaFin
Submitted
Doc. code
16/2021(BA)
Summary
Status
Status

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Current version
29.12.2021
Next step
Entry into force and application
Entry into force

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Application date

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Scope
Relevant for

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Associated initiatives
Level 1
Level 2
Level 3 / Other

Source: BaFin, 16/2021(BA), 2021