EBA · 2015_2423 Archive

C105.01 / 080 - Cure rate for defaulted assets

Name: C105.01 / 080 - Cure rate for defaulted assets: EBA Q&A — EU Financial Regulatory Q&A
Creator: European Banking Authority
License: https://creativecommons.org/licenses/by/4.0/

Regulation: Directive 2013/36/EU (CRD)
Article: 78, para. 2
Topic: Supervisory reporting - Supervisory Benchmarking
Submitted by: Credit institution
Submitted: 2015-10-16
Answer provided by: ESAs (EBA, ESMA, EIOPA)

Browse ECB SSM Register → More Q&As on this regulation →

Question

C105.01 / 080 - Cure rate for defaulted assets. Is this only applicable to the PD models?

Background

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.

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.

Original source: European Banking Authority, Q&A ID 2015_2423

This Q&A is published by European Banking Authority and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.

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