Imported: Guidelines on PD estimation, LGD estimation and treatment of defaulted assets (2021-01-01-f306218f0e-3dad)

• Document: Guidelines on PD estimation, LGD estimation and treatment of defaulted assets (https://www.eba.europa.eu/sites/default/files/documents/10180/2033363/6b062012-45d6-4655-af04-801d26493ed0/Guidelines%20on%20PD%20and%20LGD%20estimation%20%28EBA-GL-2017-16%29.pdf)
• Version: 2021-01-01-f306218f0e-3dad
• Project: EBA
• Import: #2458, 24.10.2026 10:23, eba

The document was not there yet and was created with 300 sections, including language, labels and the link to the source.

Outline

• Chapter 1: Compliance and reporting obligations – 1 sections
• Chapter 2: Subject matter, scope and definitions – 1 sections
• Chapter 3: Implementation – 1 sections
• Chapter 4: General estimation requirements – 1 sections
• Chapter 5: PD estimation – 2 sections
• Chapter 6: LGD estimation – 9 sections
• Chapter 7: Estimation of risk parameters for defaulted exposures – 4 sections
• Reference date = 10 months (red line) – 4 sections
• Reference date = 20 months (red line) – 2 sections
• Reference date = 50 months (red line) – 5 sections
• Chapter 8: Application of risk parameters – 1 sections
• Chapter 9: Review of estimates – 1 sections
• 3. Guidelines on PD estimation, LGD estimation and the treatment of defaulted exposures – 1 sections
• 1 Compliance and reporting obligations – 7 sections
• 2 Subject matter, scope and definitions – 9 sections
• 3 Implementation – 6 sections
• 4 General estimation requirements – 46 sections
• 5 PD estimation – 51 sections
• 6 LGD estimation – 77 sections
• 7 Estimation of risk parameters for defaulted exposures – 36 sections
• 8 Application of risk parameters – 26 sections
• 9 Review of estimates – 8 sections

Verknüpfte Vorgänge

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/