+31. For the purpose of paragraph 28(c) institutions should perform an appropriate analysis to …

31. For the purpose of paragraph 28(c) institutions should perform an appropriate analysis to …

For the purpose of paragraph 28(c) institutions should perform an appropriate analysis to ensure that at the level of the calibration segment the ranges of values of the key risk characteristics in the application portfolio are comparable to those in the portfolio constituting the reference data set for risk quantification to the degree required to ensure that the risk quantification is not biased.

1. Overview

,
Summary Regulation

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/