EBA report : results from the 2014 low default portfolio (LDP) exercise

This report presents the results of the first supervisory benchmarking study pursuant toArticle 78 CRD and the related draft technical standards on the internal approaches applied for the calculation of risk-weighted assets forthe large corporate, sovereign and institutions portfolios across large EU institutions (collectively referred to as ‘low default portfolios’ (LDPs)). This report summarises findings from the benchmarking exercise, which is defined in Article 78 CRD and related draft technical standards. Previous reports on the topic of LDPs were published by the EBA in February and August 2013.