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+Article 151 8. |
Article 151 8.For the following exposures, institutions shall apply the LGD values set out in Article 161(1) and SA-CCFs in accordance with Article 166(8), (8a) and (8b):
(a)
exposures assigned to the exposure class referred to in Article 147(2), point (b);
(b)
exposures to financial sector entities other than those referred to in point (a) of this subparagraph;
(c)
exposures to large corporates not assigned to the exposure class referred to in Article 147(2), point (c)(ii). For exposures belonging to the exposure classes referred to in Article 147(2), point (a), point (aa)(i) or (ii) or point (c)(i), (ii) or (iii), except for the exposures referred to in the first subparagraph of this paragraph, institutions shall apply the LGD values set out in Article 161(1) and the SA-CCFs in accordance with Article 166(8), (8a) and (8b), unless they have been permitted to use their own estimates of LGD and IRB-CCF for those exposures in accordance with paragraph 9 of this Article. 1. Overview
1.1 References1.2 Identified Requirements1.3 Related Standards2. Identified Requirements
3. Related Standards
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