credit risk bucket
Defined in Article 1, Commission Delegated Regulation (EU) 2024/920
Definitions over time (1)
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11/04/2024 – today applies on 11/11/2026 Article 1, Commission Delegated Regulation (EU) 2024/920 Scope: Whole act
For the purposes of this Regulation, the following definitions shall apply:
‘credit risk bucket’ means a segment of the underlying portfolio to which the exposures from that portfolio are assigned in accordance with Article 4(5) and that entails a degree of credit risk as measured on the basis of credit risk-related criteria, where each mutually exclusive segment entails a credit risk that is greater than or less than another segment;