Requirements for own LGD estimates

Topic area:
Key words:
IRBA
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
29.12.2021
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
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