PD/LGD modelling adjustment approach

Defined in Article 142, Capital Requirements Regulation (CRR)

Definitions over time (1)

1. 01/01/2025 – today applies on 12/11/2026 Article 142, Capital Requirements Regulation (CRR) Scope: Part III Title II Chapter 3

   For the purposes of this Chapter, the following definitions shall apply:

   ‘PD/LGD modelling adjustment approach’ means an adjustment of the LGD or modelling an adjustment of both the PD and the LGD of the underlying exposure;

Used in (4 places in 2 provisions on 12/11/2026)

Capital Requirements Regulation (CRR) (4 in 2)

Article 142² · Article 183²