Guidelines on PD estimation, LGD estimation and treatment of defaulted assets
- Status: Final and translated into the EU official languages
These draft Guidelines are part of the EBA’s broader work on the review of the IRB approach aimed at reducing the unjustified variability in the outcomes of internal models, while preserving the risk sensitivity of capital requirements.
Summary of document history
Final Report on Guidelines on PD estimation, LGD estimation and treatment of defaulted assets
- Status: In force
- Application date:
- Compliance deadline:
Documents
Guidelines on PD and LGD estimation (EBA-GL-2017-16).pdf
(1.49 MB - PDF) Last update 20 November 2017
bgБългарски (672.49 KB - PDF)
csČeština (648.39 KB - PDF)
daDansk (847.24 KB - PDF)
deDeutsch (611.69 KB - PDF)
elΕλληνικά (806.03 KB - PDF)
esEspañol (645.98 KB - PDF)
etEesti (559.19 KB - PDF)
fiSuomi (600.75 KB - PDF)
frFrançais (621.18 KB - PDF)
hrHrvatski (681.24 KB - PDF)
huMagyar (676.07 KB - PDF)
itItaliano (556.02 KB - PDF)
ltLietuvių (674.41 KB - PDF)
lvLatviešu (750.54 KB - PDF)
mtMalti (740.78 KB - PDF)
nlNederlands (607.29 KB - PDF)
plPolski (671.16 KB - PDF)
ptPortuguês (587.62 KB - PDF)
roRomână (679.32 KB - PDF)
skSlovenčina (680.93 KB - PDF)
slSlovenščina (651.67 KB - PDF)
svSvenska (561.26 KB - PDF)
Compliance table
(251.94 KB - PDF) Last update 18 February 2025
Press contacts
Franca Rosa Congiu