+Section 4 PD, LGD and maturity
---+Sub-Section - 1 Exposures covered by guarantees provided by Member States’ central governments and central banks or the ECB
------+Article 159a Non-application of PD, LGD and CCF input floors
---+Sub-Section 1 Exposures to corporates, institutions, central governments and central banks, regional governments, local authorities and public sector entities
------+Article 160 Probability of default (PD)
---------+Article 160 1.
---------+Article 160 1a.
---------+Article 160 2.
---------+Article 160 3.
---------+Article 160 4.
---------+Article 160 6.
---------+Article 160 7.
------+Article 161 Loss Given Default (LGD)
---------+Article 161 1.
---------+Article 161 2.
---------+Article 161 3.
---------+Article 161 4.
---------+Article 161 5.
---------+Article 161 6.
---------+Article 161 7.
------+Article 162 Maturity
---------+Article 162 1.
---------+Article 162 2.
---------+Article 162 3.
---------+Article 162 4.
---------+Article 162 5.
---------+Article 162 6.
---+Sub-Section 2 Retail exposures
------+Article 163 Probability of default (PD)
---------+Article 163 1.
---------+Article 163 2.
---------+Article 163 3.
---------+Article 163 4.
------+Article 164 Loss Given Default (LGD)
---------+Article 164 1.
---------+Article 164 2.
---------+Article 164 4.
---------+Article 164 4a.
---------+Article 164 5.
---------+Article 164 6.
---------+Article 164 7.
---------+Article 164 8.
---------+Article 164 9.
---------+Article 164 10.

Section 4 PD, LGD and maturity

Section 4 PD, LGD and maturity

1. Overview

,
Sub-Section - 1 Exposures covered by guarantees provided by Member States’ central governments and central banks or the ECB Sub-Section - 1 Exposures covered by guarantees provided by Member States’ central governments and central banks or the ECB
Sub-Section 1 Exposures to corporates, institutions, central governments and central banks, regional governments, local authorities and public sector entities Sub-Section 1 Exposures to corporates, institutions, central governments and central banks, regional governments, local authorities and public sector entities
Sub-Section 2 Retail exposures Sub-Section 2 Retail exposures

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

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