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European
Legislation (EU)
EU Regulations
2013
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Regulation 575/2013/EU - Capital Requirements Regulation CRR
Part Three - Capital Requirements (arts. 92-386)
Title II Capital Requirements for Credit Risk (arts. 107-311)
Chapter 3 Internal Ratings Based Approach (arts. 142-191)
Section 4 PD, LGD and maturity (arts. 160-165)
Sub-section 1 Exposures to corporates, institutions and central governments and central banks (arts. 160-162)
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Sub-section 1 Exposures to corporates, institutions and central governments and central banks (arts. 160-162)
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Article 160 Probability of default (PD)
Applicable
Article 161 Loss Given Default (LGD)
Applicable
Article 162 Maturity
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