Regulatory Technical Standards and Guidelines on estimation and identification of an economic downturn in IRB modelling

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

Summary of document history

Previous versions Current version Ongoing versions

Consultation on RTS on the specification of the nature, severity and duration of an economic downturn

  • Status: Closed
  • Deadline: 29 MAY 2017
Documents
Consultation Paper on draft RTS on the specification of the nature, severity and duration of an economic downturn (EBA-CP-2017-02)

(507.79 KB - PDF) Last update 1 March 2017

Responses

The form is now closed.

Second consultation on RTS on estimation and identification of an economic downturn in IRB modelling

  • Status: Closed
  • Deadline: 22 JUNE 2018
Documents
Consultation Paper on RTS on economic downturn (EBA CP 2018 07).pdf

(971.66 KB - PDF) Last update 22 May 2018

Responses

The form is now closed.

Consultation on Guidelines for the estimation of LGD appropriate for an economic downturn

  • Status: Closed
  • Deadline: 22 JUNE 2018
Documents
Consultation paper on guidelines for downturn LGD estimation (EBA CP 2018 08)

(1.01 MB - PDF) Last update 22 May 2018

Responses

The form is now closed.

Public hearings

Public hearing on RTS on economic downturn

Presentation

(1.66 MB - PDF) Last update 5 April 2017

Press contacts

Franca Rosa Congiu