Probability of default on retail loans in Central and Eastern Europe Q1 2020

Probability of default (PD) on retail loans in Central and Eastern Europe (CEE) in the 1st quarter 2020, by country

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Release date

July 2020

Region

CEE

Survey time period

1st quarter 2020

Supplementary notes

* Weighted average of the three quartiles.
Includes loans secured on real estate property, qualifying revolving loans and other retail loans.
The BBVA categorize probability of default as "a measure of credit rating that is assigned internally to a customer or a contract with the aim of estimating the probability of non-compliance within a year. The PD is obtained through a process using scoring and rating tools.
only includes countries with more than 3 banks reporting.

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