164. In the analysis of the representativeness of data in accordance with section 4.2.4 …

In the analysis of the representativeness of data in accordance with section 4.2.4, institutions should take into account not only the current characteristics of the portfolio but also, where relevant, the changes to the structure of the portfolio that are expected to happen in the foreseeable future due to specific actions or decisions that have already been taken. Adjustments made on the basis of the changes expected in the foreseeable future should not lead to a decrease in the estimates of LGD parameter.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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