+Article 143 2.

Article 143 2.

Prior permission to use the IRB Approach, including own estimates of LGD and IRB-CCF, shall be required for each exposure class and for each rating system and for each approach to estimating LGDs and CCFs used.

1. Overview

Summary	Regulation

1.1 References

43. For the purposes of applying the substitution of risk parameters approach and calculating the …
47. For the purposes of recognising the credit risk mitigation effects of multiple credit …
62. Institutions should have clear policies specifying the conditions under which the rating of a …
100. Institutions that have obtained permission to use own estimates of LGD in accordance with …
165. Institutions that have obtained permission to use own estimates of LGD in accordance with …

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements
Source	Requirement

3. Related Standards

Standards
Source	Requirement

Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
EULAW -
European Regulation published on http://eur-lex.europa.eu/