Consultation paper
Quantitative impact study/Basel III monitoring | European Banking Authority
Downturn Detector: Downturn LGD estimate in compliance with EBA regulations | Deloitte Deutschland
Downturn Detector: Downturn LGD estimate in compliance with EBA regulations | Deloitte Deutschland
Loss functions for LGD model comparison"
EBA publishes principles for credit risk modelling data impacted by COVID-19
Final EBA requirements for the estimation of downturn LGDs | BankingHub
Guidelines for the estimation of LGD appropriate for an economic downturn ('Downturn LGD estimation')
Risks | Free Full-Text | New Definition of Default—Recalibration of Credit Risk Models Using Bayesian Approach
Ley de Instituciones de Seguros y Fianzas
2. Backround and rationale | Final Report - Guidelines for the estimation of LGD appropriate for an economic downturn ('Downturn LGD estimation') (EBA/GL/2019/03) | Better Regulation
EBF response to EBA consultation on Guidelines on PD estimation, LGD estimation and the treatment of defaulted exposures
Loss Given Default in a Downturn—How Can We Learn from Historical Data?
Guidelines on PD and LGD estimation (Chapter 1-3) - YouTube
INTERNATIONAL REGULATORY UPDATE 3 JANUARY – 7 JANUARY 2022
European Federation of Building Societies Fédération Européenne d'Epargne et de Crédit pour le Logement Europäische Bausp
Guidelines on PD estimation, LGD estimation and the treatment of defaulted exposures - EBA/GL/2017/16 23/04/2018
19 September 2018 Association for Financial Markets in Europe (AFME) comments on European Banking Authority (EBA) Consultation
Consultation Paper on Guidelines for the estimation of LGD appropriate for an economic downturn ('Downturn LGD estimation') (EBA/CP/2018/08) | Better Regulation
Final EBA requirements for the estimation of downturn LGDs | BankingHub
Guidelines on PD estimation, LGD estimation and the treatment of defaulted exposures - YouTube
Transparency and Pillar 3 | European Banking Authority
