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PRA publishes feedback to responses to Consultation Paper 21/19

Posted on Jun 03, 2020

The Prudential Regulation Authority (PRA) issued a Policy Statement on Credit Risk: PD and LGD estimation (PS11/20), which provides feedback on responses to last year's Consultation Paper 21/19. The policy set out in this PS helps to clarify some expectations in relation to key components of the EBA roadmap of IRB reforms.

Read our published briefing here.

 

For more information or if you have any questions please contact:

Dilbagh Kalsi
Partner, Head of UK Practice
Fintegral UK Ltd
+44 (0)7703 788 016
dilbagh.kalsi@fintegral.com

Samuele D’Altri
Senior Manager
Fintegral UK Ltd
+44 (0)7494 855 102
samuele.daltri@fintegral.com

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