Borrower default estimates continue to improve at EU banks in Q2

Lenders in the European Union lowered their probability-of-default (PD) estimates for corporate borrowers in Q2 for the fourth consecutive quarter.

The mean average weighted PD for corporate exposures, as gauged by EU banks for counterparties across 39 countries, was 2.1% in Q2 2019, down from 2.24% in the previous quarter and 2.43% a year prior. 

The mean average weighted loss-given-default (LGD) estimate was 35.34%, up from 35.16% on the quarter but down slightly from 35.36% on the year.

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