+1. An institution should document its approach to capturing incremental default and migration risks …
|
1. An institution should document its approach to capturing incremental default and migration risks …
An institution should document its approach to capturing incremental default and migration risks so that its correlation and other modelling assumptions are transparent to the competent authorities.
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/
|