Guidelines on credit risk mitigation

Topic area:
Status: 19.01.2022 |
Archived
Key words:
IRBA, Supplement
Initiative
Official name
Guidelines on Credit Risk Mitigation for institutions applying the IRB Approach with own estimates of LGDs
Type
Guidelines
Level 3 / Other
Initiator
EBA
Submitted
25.02.2019
Doc. code
EBA/GL/2020/05
Summary
Status
Status

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Current version
Final version
06.05.2020
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
CRR - Capital requirements (Articles 92-386) (non-binding, EU)
CRR (binding, Main version, EU)
Level 2
–
Level 3 / Other
CRM Framework Report (non-binding, EU)
Treatment of credit insurance in the prudential framework (non-binding, EU)
Requirements for own LGD estimates (binding, DE)

Source: EBA, EBA/GL/2020/05, 2020