RTS on downturn LGD

Topic area:
Status: 11.06.2021 |
Archived
Key words:
IRBA, Supplement
Initiative
Official name
Commission Delegated Regulation (EU) 2021/930 of 1 March 2021 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards specifying the nature, severity and duration of an economic downturn referred to in Article 181(1), point (b), and Article 182(1), point (b), of that Regulation
Type
Delegated Regulation
Level 2
Initiator
EBA
Submitted
01.03.2017
Doc. code
2021/930
Summary
Status
Status

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Current version
Final version
01.03.2021
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
CRR - Capital requirements (Articles 92-386) (binding, EU)
CRR (binding, Main version, EU)
Level 2
–
Level 3 / Other
Guidelines on Downturn LGD (binding, Supplement, EU)
Future of the IRB Approach (non-binding, EU)
PD & LGD estimation and the treatment of defaulted exposures (binding, Supplement, EU)
Opinion on RTS on the specification of the nature, severity and duration of an economic downturn (non-binding, EU)

Source: EBA, 2021/930, 2021