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cure rate (defaulted assets): Difference between revisions

From michaelbeijer.co.uk
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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  ANNEX VI-RESULTS SUPERVISORY BENCHMARKING PORTFOLIOS,  
  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]   
  https://www.eba.europa.eu/documents/10180/997875/Annex+IV(Final+Draft+RTS+and+ITS+on+Benchmarking+Exercise).pdf [17.12.2015]   
 
  '''Source''': https://iate.europa.eu/search/standard/result/1610892530354/1
  Source:https://iate.europa.eu/entry/result/3565378/en-nl


=== English ===
=== English ===

Latest revision as of 20:16, 1 January 2025

• 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 definition 
provided.
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]   
Source:https://iate.europa.eu/entry/result/3565378/en-nl 

English

Dutch

  • percentage gezuiverde activa in wanbetaling