probability of default
Defined in Article 4, Capital Requirements Regulation (CRR)
Uses as of 27/06/2019
Definitions over time (1)
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27/06/2019 – 25/12/2019 applies on 27/06/2019 Article 4, Capital Requirements Regulation (CRR) Scope: Whole act Also: PD
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)
Each has its own scope, dates and uses. Open one to see when it applies.
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 (127 places in 36 provisions on 27/06/2019)
Capital Requirements Regulation (CRR) (127 in 36)
Recital 128 · Article 43 · Article 1422 · Article 1513 · Article 15313 · Article 1546 · Article 1554 · Article 157 · Article 1586 · Article 16017 · Article 1617 · Article 162 · Article 1636 · Article 1643 · Article 1652 · Article 170 · Article 172 · Article 1732 · Article 1763 · Article 178 · Article 179 · Article 18019 · Article 181 · Article 183 · Article 1852 · Article 191 · Article 2022 · Article 2364 · Article 2492 · Article 255 · Article 291 · Article 319 · Article 336 · Article 3372 · Article 379 · Article 4524