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    The EBA is an independent EU Authority.  We play a key role in safeguarding the integrity and robustness of the EU banking sector to support financial stability in the EU.

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    To contribute to the stability and effectiveness of the European financial system, the EBA develops harmonised rules for financial institutions, promotes convergence of supervisory practices, monitors, and advises on the impact of financial innovation and the transition to sustainable finance.

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Breadcrumb

  1. Home
  2. Interactive Single Rulebook
  3. Capital Requirements Regulation (CRR)
  4. PART THREE
  5. TITLE II
  6. CHAPTER 3
  7. Section 4
  8. Sub-Section 2
  9. Article 164

Article 164

Description
Loss Given Default (LGD)
Links
  • Question & Answers
Source
EUR-Lex
Question & Answers

Paragraph

4

Links

  • 2017_3554 10 % LGD floor for retail exposures secured by residential property
  • 2019_4680 Application of the LGD floor
  • 2019_4859 Range of application of the LGD regulatory floor for the calculation of own funds requirements at individual and consolidated levels

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EUROPEAN BANKING AUTHORITY

Our mission is to contribute to the stability and effectiveness of the European financial system through simple, consistent, transparent, fair regulation and supervision that benefits all EU citizens.


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