+1. Although interdependence between issuers is frequently modelled in a similar way to the …
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1. Although interdependence between issuers is frequently modelled in a similar way to the …
Although interdependence between issuers is frequently modelled in a similar way to the regulatory IRB framework, using a combination of an idiosyncratic (i.e. individual) and one or more systemic risk factors, no modelling approach is prescribed by these Guidelines, provided that an institution meets all the relevant qualitative and validation requirements to ensure that its approach is suitably conservative.
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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