Requirements for own LGD estimates
Initiative
Official name
Rundschreiben 16/2021 (BA) - Kreditrisiko - Rundschreiben Anforderungen an eigene LGD-Schätzungen
Type
Circular Letter
Level 3 / Other
Initiator
BaFin
Submitted
Doc. code
BA 52-FR 1903-2021/0002
Summary
Status
Status
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Current version
Final version
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
Guidelines on Downturn LGD
(binding, Supplement, EU)
Guidelines on credit risk mitigation
(binding, Supplement, EU)
Source: BaFin, BA 52-FR 1903-2021/0002, 2021