‘(8a)
CRR3
“PD/LGD modelling adjustment approach” means an adjustment of the LGD or modelling an adjustment of both the PD and the LGD of the underlying exposure;
← (e) · All articles · (9) →
Source: EUR-Lex CELLAR · retrieved 2026-09-04 · Text as adopted (Official Journal); later amendments are not incorporated in this text.