+Borrower-level information from internal sources

Borrower-level information from internal sources

CorporatesNegative trend in internal rating Unpaid cheques Significant change in liquidity profile Liabilities (leverage) (e.g. equity/total < 5% or < 10%) Number of days past due Number of months with any overdraft/overdraft exceeded Profit before taxes/revenue (e.g. ratio < –1%) Continued losses Continued excess in commercial paper discount Negative own funds Payment delays Decrease in turnover Reduction in credit lines related to trade receivables (e.g. year-on-year variation, 3 million average/1 year average) Unexpected reduction in undrawn credit lines (e.g. undrawn amount/total credit line)
IndividualsNegative trend in behavioural scoring Negative trend in PD and/or internal rating Mortgage loan instalment > x credit balance Mortgage and consumer credit days past due Decrease in the credit balance > 95% in the last 6 months Average total credit balance < 0.05% of total debt balance Forborne Related historic loss rates Decrease in payroll in the past 3 months Unemployment Early arrears (e.g. 5–30 days past due, depending on portfolio/borrower types) Reduction in bank transfers in current accounts Increase in loan instalment over the payroll ratio Number of months with any overdraft exceeded Negative trend in behavioural scoring Negative trend in PD and/or internal rating

1. Overview

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1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards
  • EBA -

    EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.

    DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.