+15. In order to comply with the requirement of Article 76 of the RTS on IRB assessment methodology …
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15. In order to comply with the requirement of Article 76 of the RTS on IRB assessment methodology …
In order to comply with the requirement of Article 76 of the RTS on IRB assessment methodology that institutions should have sound policies, processes and methods for assessing and improving the quality of data used for the purpose of credit risk measurement and management processes, institutions should ensure that those policies apply to all data used in model development and calibration, as well as to the data used in the application of the risk parameters.
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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