EBA: Guidelines for the estimation of LGD appropriate for an economic downturn
06 Mar 2019 (UPDATED: 13 Mar 2026)
International
1 min read
EBA has published its final guidelines which set out how institutions should quantify the estimation of loss given default appropriate for conditions of an economic downturn. The guidelines will apply as of 1 January 2021, at the latest, but earlier implementation is encouraged.