82. For the purpose of determining the historical observation period referred to in Articles …

For the purpose of determining the historical observation period referred to in Articles 180(1)(h) and 180(2)(e) of Regulation (EU) No 575/2013, additional observations to the most recent 5 years, at the time of model calibration, should be considered relevant when these observations are required in order for the historical observation period to reflect the likely range of variability of default rates of that type of exposures as referred to in Article 49(3) of the RTS on IRB assessment methodology.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related 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.