Article 52 5

For the purposes of point (a)(v), competent authorities may, where appropriate and where the analyses performed by the institution do not seem sufficient for the portfolio subject to default risk as it stands, require the institution on a sample of issuers to assess the power of the systematic risk factors chosen by the institution in explaining the drivers of the default of each issuer’s asset.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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