Industry response

PD and LGD estimation, and treatment of Defaulted Assets

Joint BBA/BSA/CML response to EBA CP

The BBA, BSA and CML have submitted a joint response to a technical consultation from the European Banking Authority on PD and LGD estimation, and the treatment of Defaulted Assets, under the Internal Ratings Approach. Read the full response here.


Jeremy Palmer

Head of Financial Policy

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