EBA Extends Consultation Deadline for Draft Guidelines on Credit Conversion Factors

A&O Shearman
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A&O Shearman

The European Banking Authority has announced an extension to the consultation deadline for its draft guidelines on credit conversion factor estimations (EBA/CP/2025/10) under the Capital Requirements Regulation (CRR), as amended by the revised Capital Requirements Regulation (CRR III). The original deadline of 15 October has now been extended to 29 October. The consultation paper sets out draft guidelines on the methodology institutions shall apply for their own estimation and application of credit conversion factors under Article 182(5) of the CRR, to ensure alignment and consistency with existing guidelines on the Probability of Default and Loss Given Default estimation.

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