GBIC Comments: EBA Draft RTS on the specification of the nature, severity and duration of an economic downturn and EBA Draft Guidelines for the estimation of LGD appropriate for an economic downturn

22 June 2018

DK comments on two EBA consultation papers on the so-called Downturn LGD. On the one hand, the revised RTS draft for determining the economic downturn period is commented. Secondly, DK comments on the supplementary guidelines to the LGD estimation in the event of an economic downturn.

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