Calculation of exposure-weighted average PD (column 0050 in C08.03)
- Regulation
- Regulation (EU) No 575/2013 (CRR)
- Article
- Annex 2, Solvency
- Topic
- Supervisory reporting - COREP (incl. IP Losses)
- Submitted by
- Competent authority
- Submitted
- 2021-06-29
Question
Background
Original source: European Banking Authority, Q&A ID 2021_6062
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.
Similar Q&As
COREP CR IRB - Calculation of column 10
Answered 2014-04-04
COREP CR IRB - Calculation of column 10 - obligor PD with or without CRM technique
Answered 2014-06-27
CR IRB (C08.01 and C08.02) template column 010 and CR GB (C09.02) column 080
Answered 2016-01-29
PD-/PD+ for RWA-/RWA+
Answered 2020-11-27
EBA Benchmarking 2016
Answered 2016-12-02
More Q&As on this topic
Validation rules taxonomy V4.0 C_47.00, C_43.00.a, C_43.00.b, C_43.00.c - v4456_m
Answered 2026-07-03
Threshold exemptions from deduction from Common Equity Tier 1 items – Reporting within CoRep C 07.00
Answered 2026-01-09
Calculation of Ideosyncratic and Systematic Risk
Answered 2026-01-09
Appropriate reporting of unconditionally cancellable commitments (UCCs) subject to transitional arrangements of Article 495d in CR SA (COREP C_07.00)
Answered 2025-12-05
C 25.01 - CREDIT VALUATION ADJUSTMENT RISK (CVA) – Col 0090 - Instruction Clarification
Answered 2025-12-05
📋 Track EU financial regulation continuously
Forseti monitors EU financial regulation and delivers personalised alerts anchored to verified official sources.
14-day free trial. No credit card required.