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

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

  • Status: Closed
  • Deadline: 25 MAY 2019
Documents
CP on Guidelines on Credit Risk Mitigation for institutions applying the IRB approach with own estimates of LGDs

(1.24 MB - PDF) Last update 26 February 2019

Responses

The form is now closed.

Public hearings

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

Public hearing GL on CRM.pdf

(1.46 MB - PDF) Last update 23 April 2019

Press contacts

Franca Rosa Congiu