EBU Single Rulebook Q&A 15 October 2015 2015_2412 Recovery rate of the foreclosure assets calculation
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European Union · · · 15-10-2015
Regarding to the Supervisory Benchmarking Process, Annex III, C 105.01:When calculating the recovery rate of the foreclosure assets, should the recovery rate include a prediction for LGD for the recent defaults or only observed recoveries are expected? For example, for clients just defaulted, observed recovery will be next to zero.
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