1.7.2. Retail exposures

Directive 2006/48/EC of the European Parliament and of the Council of 14 June 2006 relating to the taking up and pursuit of the business of credit institutions (recast) (Text with EEA relevance) · European Union

Credit institutions shall collect and store: data used in the process of allocating exposures to grades or pools; data on the estimated PDs, LGDs and conversion factors associated with grades or pools of exposures; the identity of obligors and exposures that defaulted; for defaulted exposures, data on the grades or pools to which the exposure was assigned over the year prior to default and the realised outcomes on LGD and conversion factor; and data on loss rates for qualifying revolving retail exposures.

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Source: EUR-Lex (Cellar) · retrieved 2026-10-09 · Text as adopted (Official Journal); later amendments are not incorporated in this text.