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Banking Rule Book
GL-PDLGDGuidelines

Guidelines on PD and LGD estimation

EBA/GL/2017/16

Text applicable on
7 Oct 2026 (today)
Consolidated version loaded
1 Jan 2021 In force
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Full title

Guidelines on PD estimation, LGD estimation and the treatment of defaulted exposures

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 2021(shown)CurrentEBA/GL/2017/16-20210101