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Banking Rule Book
GL-CRMGuidelines

Guidelines on credit risk mitigation under A-IRB

EBA/GL/2020/05

Text applicable on
7 Oct 2026 (today)
Consolidated version loaded
1 Jan 2022 In force
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Full title

Guidelines on credit risk mitigation for institutions applying the IRB approach with own estimates of LGDs

Official source: EBA (PDF) (opens in a new tab). This is an unofficial reproduction; only the texts published in the Official Journal of the EU (or by the EBA) are authentic.

Version history(1 version)
Applies fromStatusSource identifier
1 Jan 2022(shown)CurrentEBA/GL/2020/05-20220101