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+Article 176 4. |
Article 176 4.Institutions using own estimates of LGDs and conversion factors shall collect and store:
(a)
complete histories of data on the facility ratings and LGD and conversion factor estimates associated with each rating scale;
(b)
the dates on which the ratings were assigned and the estimates were made;
(c)
the key data and methodology used to derive the facility ratings and LGD and conversion factor estimates;
(d)
the person who assigned the facility rating and the person who provided LGD and conversion factor estimates;
(e)
data on the estimated and realised LGDs and conversion factors associated with each defaulted exposure;
(f)
data on the LGD of the exposure before and after evaluation of the effects of a guarantee/or credit derivative, for those institutions that reflect the credit risk mitigating effects of guarantees or credit derivatives through LGD;
(g)
data on the components of loss for each defaulted exposure. 1. Übersicht
1.1 Referenzen1.2 Identifizierte Anforderungen1.3 Zugehörige Standards2. Identifizierte Anforderungen
3. Zugehörige Standards
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