probability of default
Definitions over time (1)
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For the purposes of this Regulation, the following definitions shall apply:
‘probability of default’ or ‘PD’ means the probability of default of a counterparty over a one-year period;
Other definitions of this term in this act (1)
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Earlier definition records in this act (1)
Open an entry to see its definitions, dates and uses. Separate scopes and histories are kept intact.
- Article 4(1)(54) Historical · definitions end 27/06/2019
Used in (0 places in 0 provisions on 12/11/2026)
No text uses this concept on 12/11/2026.