cure rate (defaulted assets): Difference between revisions
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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/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
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- percentage gezuiverde activa in wanbetaling