EU banks’ credit risk estimates deteriorated in Q2
Weighted average corporate borrower PD across countries climbed to 2.04%
Probability of default (PD) estimates for corporate borrowers, as ballparked by European Union banks, edged higher in Q2, regulatory data shows. In contrast, those for retail exposures improved.
The mean weighted average PD of corporate exposures for counterparties across 39 countries was 2.04% in Q2 2020, up from 1.92% the previous quarter but lower than the 2.07% disclosed the year prior. The
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