+Artikel 163 Ausfallwahrscheinlichkeit (PD)
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Artikel 163 Ausfallwahrscheinlichkeit (PD)

1. Übersicht

Bezeichnung	Regulierung
Article 163 1.	For the sole purpose of calculating risk-weighted exposure amounts and the expected loss amounts of those exposures, and in particular for the purposes of Articles 154 and 157, and Article 158(1), (5) and (10), the PD for each exposure that is used as an input of the risk-weighted exposure amounts and expected loss formulae shall be the higher of the one-year PD associated with the internal borrower grade or pool to which the retail exposure is assigned and the following PD input floor values: (a) 0,1 % for QRRE revolvers; (b) 0,05 % for retail exposures which are not QRRE revolvers.
Article 163 2.	The PD of obligors or, where an obligation approach is used, of exposures in default shall be 100 %.
Article 163 3.	For dilution risk of purchased receivables PD shall be set equal to EL estimates for dilution risk. If an institution can decompose its EL estimates for dilution risk of purchased receivables into PDs and LGDs in a manner the competent authorities consider to be reliable, the PD estimate may be used.
Article 163 4.	For an exposure covered by an unfunded credit protection, an institution using own estimates of LGD under Article 143 for comparable direct exposures to the protection provider may recognise the unfunded credit protection in the PD in accordance with Article 183.

Anforderungen
Quelle	Anforderung

Standards
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Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
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