36. Institutions should identify all deficiencies related to the estimation of risk parameters that …

Institutions should identify all deficiencies related to the estimation of risk parameters that lead to a bias in the quantification of those parameters or to an increased uncertainty that is not fully captured by the general estimation error, and classify each deficiency into one of the following categories:

• (a) Category A: Identified data and methodological deficiencies;
• (b) Category B: Relevant changes to underwriting standards, risk appetite, collection and recovery policies and any other source of additional uncertainty.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/