+Sub-Section 2 Risk quantification
---+Article 178 Default of an obligor or credit facility
------+Article 178 1.
------+Article 178 2.
------+Article 178 3.
------+Article 178 4.
------+Article 178 5.
------+Article 178 6.
------+Article 178 7.
---+Article 179 Overall requirements for estimation
------+Article 179 1.
------+Article 179 2.
---+Article 180 Requirements specific to PD estimation
------+Article 180 1.
------+Article 180 2.
------+Article 180 3.
---+Article 181 Requirements specific to own-LGD estimates
------+Article 181 1.
------+Article 181 2.
------+Article 181 3.
------+Article 181 4.
------+Article 181 5.
---+Article 182 Requirements specific to own-conversion factor estimates
------+Article 182 1.
------+Article 182 1a.
------+Article 182 1b.
------+Article 182 1c.
------+Article 182 1d.
------+Article 182 2.
------+Article 182 3.
------+Article 182 4.
------+Article 182 5.
---+Article 183 Requirements for assessing the effect of unfunded credit protection for exposures to central governments and central banks, exposures to regional governments, local authorities and public sector entities, and exposures to corporates, where own estimates of LGD are used and for retail exposures
------+Article 183 1.
------+Article 183 1a.
------+Article 183 2.
------+Article 183 3.
------+Article 183 4.
------+Article 183 5.
---+Article 184 Requirements for purchased receivables
------+Article 184 1.
------+Article 184 2.
------+Article 184 3.
------+Article 184 4.
------+Article 184 5.
------+Article 184 6.

Sub-Section 2 Risk quantification

Sub-Section 2 Risk quantification

1. Overview

,
Article 178 Default of an obligor or credit facility
Article 179 Overall requirements for estimation
Article 180 Requirements specific to PD estimation
Article 181 Requirements specific to own-LGD estimates
Article 182 Requirements specific to own-conversion factor estimates
Article 183 Requirements for assessing the effect of unfunded credit protection for exposures to central governments and central banks, exposures to regional governments, local authorities and public sector entities, and exposures to corporates, where own estimates of LGD are used and for retail exposures
Article 184 Requirements for purchased receivables

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards
  • Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
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