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The EBA performs the HDP (high default portfolio) and LDP (low default portfolio) benchmarking exercises, which would be relevant. You can find it on their website. Here are a couple of examples:
https://eba.europa.eu/documents/10180/2087449/EBA+Report+results+from+the+2018+Credit+Risk+Benchmarking+Report.pdf
https://eba.europa.eu/documents/10180/15947/EBA+...
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