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Name EBA Guidelines of 6 May 2020 No EBA/GL/2020/05 on credit risk mitigation for institutions applying the IRB approach with own estimates of LGDs
Author European Banking Authority (EBA)
Source website of the European Banking Authority (EBA)
Publication date 6. 5. 2020
Version in force as of These guidelines apply from 1 January 2022. Institutions should incorporate the requirements of these guidelines in their rating systems by that time, but competent authorities may accelerate the timeline of this transition at their discretion.