- Question ID
-
2015_2423
- Legal act
- Directive 2013/36/EU (CRD)
- Topic
- Supervisory reporting - Supervisory Benchmarking
- Article
-
78
- Paragraph
-
2
- COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
- Draft ITS on Supervisory Reporting of Institutions (for benchmarking the internal approaches)
- Article/Paragraph
-
78(9)
- Type of submitter
-
Credit institution
- Subject matter
-
C105.01 / 080 - Cure rate for defaulted assets
- Question
-
C105.01 / 080 - Cure rate for defaulted assets. Is this only applicable to the PD models?
- Background on the question
-
C105.01 / 080 - Cure rate for defaulted assets. This is the in/out of default at the end of the 12 montrh observatiion. We require clarity on whether this is only applicable to the PD models.
- Submission date
- Final answer
-
C080 of Template C105.01 of Draft ITS on Supervisory Reporting for Institutions for benchmarking the internal approaches (ITS on benchmarking) is to be reported for LGD models only.
DISCLAIMER:
The present Q&A on Supervisory reporting is provisional. It will be reviewed after the Implementing Regulation is in force and published in the Official Journal, which may differ from the text of the draft ITS to which this Q&A relates.
- Status
-
Archive
- Answer prepared by
-
Answer prepared by the EBA.
- Note to Q&A
-
Update 26.03.2021: This Q&A has been archived in the light of the most recent amendments to the ITS 2016/2070 on Supervisory Benchmarking.