icon-grid
Better Regulation logo
Table of Contents

Table of Contents

Expand all headings Collapse all headings Expand side bar Collapse side bar
Guidelines on PD estimation, LGD estimation and the treatment of defaulted exposures (EBA/GL/2017/16)1 Compliance and reporting obligations2 Subject matter, scope and definitions3 Implementation4 General estimation requirements5 PD estimation6 LGD estimation7 Estimation of risk parameters for defaulted exposures8 Application of risk parameters9 Review of estimates
Related
Document Overview
Tools
Set a date to view the document
Text comparison options
Full text - Date 1 vs Date 2
Amendments requiring commencement - Current text vs Text requiring commencement
Draft proposed changes - Current text vs Text proposed by drafting documents
Coming soon: Any documents - Any document vs Another document at any date
Print / Export options
Whole document
Selected pages
Consolidated PDF of the entire document as of 10th January 2025
Original PDF
Export
Export line by line
Export provision to provision
Report template
Create report template
Alert me to changes
Manage alerts
Bookmarks
This document
Manage bookmarks
Search within this document
View previous searches
Share
Original source link (1)
Get page link
Share via email application
Next
Published date: 23 April 2018

Guidelines on PD estimation, LGD estimation and the treatment of defaulted exposures (EBA/GL/2017/16)

1 Compliance and reporting obligations
2 Subject matter, scope and definitions
3 Implementation
4 General estimation requirements
5 PD estimation
6 LGD estimation
7 Estimation of risk parameters for defaulted exposures
8 Application of risk parameters
9 Review of estimates
Next