Regulatory Alerts2020-02-17
Regulation on the application of Guidelines on PD estimation, LGD estimation and treatment of defaulted exposures
The Governing Board of the Bank of Slovenia issued this regulation to formally apply the European Banking Authority's Guidelines on probability of default (PD) and loss given default (LGD) estimation within Slovenia. The document mandates that authorized banks and the Bank of Slovenia as the competent authority must fully incorporate these guidelines into their respective operational and supervisory practices. The regulation entered into force on 23 June 2018 and became applicable starting from 1 January 2021.
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