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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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Interactive Single Rulebook
Capital Requirements Regulation (CRR)
PART THREE
TITLE II
CHAPTER 3
Section 4
Sub-Section 1
Article 160

Article 160

Description

Probability of default (PD)

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Question & Answers

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Question & Answers

Paragraph

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2019_5029 Issues related to para (89) of the EBA/GL/2017/16 with regards to the calibration procedure of the PD models to be conducted “after taking into account any overrides applied in the assignment of obligors to grades or pools”

1

2020_5522 Treatment of third country covered bonds under IRB Approach

2

2015_2023 Application of the top-down approach based on EL calibration (article 160 al.2) - purchased receivables

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