144. Competent authorities should consider the level and quality of guarantees (including credit …

Competent authorities should consider the level and quality of guarantees (including credit derivatives) and of available collateral that would mitigate credit losses where credit events occur, including those not accepted as eligible credit risk mitigation techniques for own funds calculations. In performing such assessment, competent authorities should consider:

• a. the coverage provided by collateral and guarantees by portfolio, borrower type, rating, sector, and other relevant aspects;
• b. collateral values, for performing and non-performing exposures;
• c. historical recovery ratios by type and amount of collateral and guarantees.

1. Přehled

1.1 Odkazy

1.2 Identifikované požadavky

1.3 Související standardy

2. Identifikované požadavky

3. Související standardy

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/