+69. In order to comply with the requirements of Article 170(1) and 170(3)(c) of Regulation (EU) No …
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69. In order to comply with the requirements of Article 170(1) and 170(3)(c) of Regulation (EU) No …
In order to comply with the requirements of Article 170(1) and 170(3)(c) of Regulation (EU) No 575/2013 and of Article 38 of the RTS on IRB assessment methodology, institutions should check the homogeneity of obligors or exposures assigned to the same grades or pools. In particular, grades should be defined in such a manner that each obligor within each grade or pool has a reasonably similar risk of default and that significant overlaps of the distributions of the default risk between grades or pools are avoided.
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
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Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- 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.
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