|
+Article 255 9. |
Article 255 9.The EBA shall develop draft regulatory technical standards to further specify the conditions to allow institutions to calculate KIRB for the pools of underlying exposures in accordance with paragraph 4, in particular with regard to:
(a)
internal credit policy and models for calculating KIRB for securitisations;
(b)
use of different risk factors relating to the pool of underlying exposures and, where sufficient accurate or reliable data on that pool are not available, of proxy data to estimate PD and LGD; and
(c)
due diligence requirements to monitor the actions and policies of sellers of receivables or other originators. The EBA shall submit those draft regulatory technical standards to the Commission by 18 January 2019. Power is delegated to the Commission to supplement this Regulation by adopting the regulatory technical standards referred to in the second subparagraph of this paragraph in accordance with Articles 10 to 14 of Regulation (EU) No 1093/2010. 1. Overview
1.1 References1.2 Identified Requirements1.3 Related Standards2. Identified Requirements
3. Related Standards
|