Guidelines on Downturn LGD

Topic area:
Status: 08.03.2019 |
Archived
Key words:
IRBA, Supplement
Initiative
Official name
Final Report - Guidelines for the estimation of LGD appropriate for an economic downturn (‘Downturn LGD estimation’)
Type
Guidelines
Level 3 / Other
Initiator
EBA
Submitted
22.05.2018
Doc. code
EBA/GL/2019/03
Summary
Status
Status

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Current version
Final version
06.03.2019
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
CRR - Capital requirements (Articles 92-386) (non-binding, EU)
CRR (binding, Main version, EU)
Level 2
RTS on downturn LGD (binding, Supplement, EU)
Level 3 / Other
PD & LGD estimation and the treatment of defaulted exposures (binding, Supplement, EU)
Requirements for own LGD estimates (binding, DE)

Source: EBA, EBA/GL/2019/03, 2019