Guidelines on Credit Risk Mitigation for institutions applying the IRB approach with own estimates of LGDs

  • Status: Final and translated into the EU official languages

These Guidelines on Credit Risk Mitigation (CRM) in the context of the advanced internal rating-based (A-IRB) approach, aim to eliminate the remaining significant differences in approaches in the area of CRM, which are either due to different supervisory practices or bank-specific choices These Guidelines complement the EBA Report on CRM, which focused on the standardised approach (SA) and the foundation-IRB approach (F-IRB).

Summary of document history

Previous versions Current version Ongoing versions

Final report on Guidelines on credit risk mitigation for institutions applying the IRB approach with own estimates of LGDs

  • Status: Applicable
  • Application date:
  • Compliance deadline:
Documents
Guidelines on Credit Risk Mitigation for institutions applying the IRB approach with own estimates of LGDs

(1.69 MB - PDF) Last update 28 August 2020

Compliance table

(226.86 KB - PDF) Last update 30 July 2025

EBA Opinion on credit insurance

(194.95 KB - PDF) Last update 10 March 2020

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