GL-PDLGDGuidelines
Guidelines on PD and LGD estimation
EBA/GL/2017/16
- Text applicable on
- 31 Dec 2021
- 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 from | Status | Source identifier |
|---|---|---|
| 1 Jan 2021(shown) | Current | EBA/GL/2017/16-20210101 |