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EBA: consultation regarding PD estimation, LGD estimation and the treatment of defaulted exposures

15 Nov 2016 (UPDATED: 13 Mar 2026) International 1 min read

The EBA has launched a consultation regarding PD estimation, LGD estimation and the treatment of defaulted exposures. This forms part of the EBA's work on the review of the IRB approach. The deadline for responses is 10 February 2017.


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Last updated · 13 Mar 2026
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