EU banks’ credit risk estimates continue to fall

European Union lenders’ probability-of-default (PD) estimates for corporate borrowers fell in Q1 2019 for the third consecutive quarter, regulatory data shows.

The mean average weighted PD for corporate exposures, as gauged by EU banks for counterparties across 39 countries, was 2.24% in Q1 2019, down from 2.26% in the previous quarter and 2.61% a year prior.

The mean average weighted loss-given-default estimate was 35.16%, down from 35.42% on the quarter and 35.28% on the year.


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