Commission Delegated Regulation (EU) 2016/2251 ANNEX I
Commission Delegated Regulation (EU) 2016/2251 ANNEX I
ANNEX ISupplementary provisions
ANNEX I
Correspondence of Probability of default (‘PD’) to Credit quality steps for the purposes of Articles 6 and 7
An internal rating with a PD equal to or lower than the value in Table 1 shall be associated to the corresponding credit quality step.
Table 1
Credit Quality Step
Probability of default, as defined in Article 4(54) of Regulation (EU) 575/2013 lower than or equal to:
1
0,10 %
2
0,25 %
3
1 %
4
7,5 %
Compiled from an official source version. Later amendments or repeals may not be reflected; the official text prevails. · Read the official text ↗ · Data as of 2026-07-04
CitationANNEX I of Commission Delegated Regulation (EU) 2016/2251 (LawPlayer, data as of 2026-07-04)
