32. For the purpose of paragraph 28(d) institutions should perform the analysis of the market and …

For the purpose of paragraph 28(d) institutions should perform the analysis of the market and economic conditions underlying the data in the following manner:

• (a) with regard to the PD estimation, in accordance with section 5.3.4;
• (b) with regard to the LGD estimation, in accordance with section 6.3.2 and taking into account the consideration of economic downturn as required by Article 181(1)(b) of Regulation (EU) No 575/2013.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA -

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