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cure rate (defaulted assets): Revision history

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1 January 2025

  • curprev 20:1620:16, 1 January 2025 M.Beijer talk contribs m 938 bytes −20 No edit summary Tag: Visual edit
  • curprev 20:1320:13, 1 January 2025 M.Beijer talk contribs 958 bytes +958 Created page with " • Definition: percentage of defaulted outstanding which returns in "non-defaulted” status over a 12 months period • Definition reference: ANNEX VI-RESULTS SUPERVISORY BENCHMARKING PORTFOLIOS, https://www.eba.europa.eu/documents/10180/997875/Annex+IV(Final+Draft+RTS+and+ITS+on+Benchmarking+Exercise).pdf [17.12.2015] • Language level note: If an institution does not calculate cure rates for a given model, it shall calculate a proxy taking into account the defi..."
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