Regulatory Technical Standards concerning the assessment of appropriateness of risk weights and minimum LGD values

  • Status: Adopted and published in the Official Journal of the EU

These Regulatory Technical Standards (RTS) specify the types of factors to be considered for the assessment of appropriateness of risk weights when these do not adequately reflect the actual risks related to the exposures secured by mortgages on residential property or commercial immovable property, or that the minimum loss given default (LGD) values are not adequate. The RTS also specify the conditions to be taken into account for the assessment of appropriateness of minimum LGD values.

 

Summary of document history

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Consultation on draft RTS concerning the assessment of appropriateness of risk weights and minimum LGD values

  • Status: Closed
  • Deadline: 29 JULY 2021
Documents
Consultation paper on draft RTS concerning the assessment of appropriateness of risk weights and minimum LGD values

(1.23 MB - PDF) Last update 29 April 2021

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Public hearings

Public hearing on the consultation paper on draft RTS specifying how to identify the appropriate risk weights and conditions when assessing minimum LGD values for exposures secured by immovable property

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