106. The methods used by the institution in the LGD estimation, the assumptions underlying these …

The methods used by the institution in the LGD estimation, the assumptions underlying these methods, the institution’s consideration of any downturn effect, the length of data series used, the MoC, the human judgement and, where applicable, the choice of risk drivers, should be adequate to the type of exposures to which they are applied.

6.1.2 Data requirements for LGD estimation

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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