+50. A credit institution’s methodology for grouping exposures to assess credit risk (such as by …
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50. A credit institution’s methodology for grouping exposures to assess credit risk (such as by …
A credit institution’s methodology for grouping exposures to assess credit risk (such as by instrument type, product terms and conditions, industry/market segment, geographical location or vintages) should be documented and subject to appropriate review and internal approval by senior management.
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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