EBU Single Rulebook Q&A 30 June 2020 2020_5339 PD-/PD+ for RWA-/RWA+

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European Union · · · 27-11-2020

Are PD-/PD+ calculated separately for each of the (sub)portfolios listed in Annex 4, or are the PD-/PD+ values obtained for a client/exposure to be used consistently and unchanged for all (sub)portfolios?

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