Default definition, PD & LGD estimation and treatment of defaulted exposure

Topic area:
Status: 18.04.2019 |
Archived
Key words:
IRBA, Default / past due
Initiative
Official name
Rundschreiben 3/2019 (BA) zur Anwendung der Ausfalldefinition gemäß Artikel 178 der Verordnung (EU) Nr. 575/2013 (CRR) und zur PD-Schätzung, LGD-Schätzung und Behandlung von ausgefallenen Risikopositionen
Type
Circular Letter
Level 3 / Other
Initiator
BaFin
Submitted
28.12.2018
Doc. code
3/2019
Summary
Status
Status

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Current version
Final version
16.04.2019
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
Harmonised definition of default (binding, Supplement, EU)
PD & LGD estimation and the treatment of defaulted exposures (binding, Supplement, EU)

Source: BaFin, 3/2019, 2019