+24. For the purpose of paragraph 21(c) institutions should analyse the distribution and range of …
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24. For the purpose of paragraph 21(c) institutions should analyse the distribution and range of …
For the purpose of paragraph 21(c) institutions should analyse the distribution and range of values of key risk characteristics of the data used in developing the model for risk differentiation in comparison with the application portfolio. With regard to LGD models, institutions should perform such analysis separately for non-defaulted and defaulted exposures.
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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