+2.2 Scope of application
---+6. These guidelines apply in relation to the IRB Approach in accordance with Part Three, Title II …

2.2 Scope of application

2.2 Scope of application

1. Overview

,
6. These guidelines apply in relation to the IRB Approach in accordance with Part Three, Title II …

These guidelines apply in relation to the IRB Approach in accordance with Part Three, Title II, Chapter 3 of Regulation (EU) No 575/2013 for all methods based on own estimates of PD and LGD. Where, for exposures other than retail, an institution has received permission to use the IRB Approach but has not received permission to use own estimates of LGD in accordance with Article 143(2) in conjunction with Article 151(8) to (9) of that Regulation, all parts of these guidelines apply, except Chapters 6 and 7. These guidelines do not apply to the calculation of own funds requirements for dilution risk in accordance with Article 157 of Regulation (EU) No 575/2013.

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards
  • EBA -

    EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.

    DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.