Harmonised definition of default

Topic area:
Status: 18.01.2017 |
Archived
Key words:
IRBA, Default, Supplement
Initiative
Official name
Guidelines on the application of the definition of default under Article 178 of Regulation (EU) 575/2013
Type
Guidelines
Level 3 / Other
Initiator
EBA
Submitted
22.09.2015
Doc. code
EBA/GL/2016/07
Summary
Status
Status

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Current version
Final version
18.01.2017
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
Future of the IRB Approach (non-binding, EU)
Default definition, PD & LGD estimation and treatment of defaulted exposure (binding, DE)

Source: EBA, EBA/GL/2016/07, 2017