41. Where institutions adjust the risk parameters in individual cases by considering the unfunded …

Where institutions adjust the risk parameters in individual cases by considering the unfunded credit protection using overrides in accordance with paragraph 31(a)(iii), institutions should be able to justify that the nature and characteristics of the unfunded credit protection do not allow the use of methods described in paragraph 31(a)(i), 31(a)(ii) or 31(b) to reflect the credit risk mitigation effects of the unfunded credit protection.

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.