EBU Single Rulebook Q&A 16 October 2015 2015_2423 C105.01 / 080 - Cure rate for defaulted assets
Also known as
European Union · · · 16-10-2015
C105.01 / 080 - Cure rate for defaulted assets. Is this only applicable to the PD models? C105.01 / 080 - Cure rate for defaulted assets. This is the in/out of default at the end of the 12 montrh observatiion. We require clarity on whether this is only applicable to the PD models. Credit institution C080 of Template C105.
Read the full text
This document is published by eba.europa.eu.
Moonlit adds the citation network, article-level links and cross-references, which are available to search for free.
Sign in to Moonlit