139. In accordance with Article 182(1)(c) of Regulation (EU) No 575/2013 institutions that obtained …

In accordance with Article 182(1)(c) of Regulation (EU) No 575/2013 institutions that obtained permission to use own estimates of LGD and conversion are required to reflect the possibility of additional drawings by the obligor up to and after the time of default in their estimates of conversion factors. In the case of retail exposures, in accordance with Articles 181(2)(b) and 182(3) of this Regulation institutions may reflect future drawings either in their conversion factors or in their LGD estimates. These future drawings should be understood as additional drawings by the obligor after the moment of default.

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.