42. The final MoC on a risk parameter estimate should reflect the uncertainty of the estimation in …

The final MoC on a risk parameter estimate should reflect the uncertainty of the estimation in all of the following categories:

Category A: MoC related to data and methodological deficiencies identified under category A as referred to in paragraph 36(a);

Category B: MoC related to relevant changes to underwriting standards, risk appetite, collection and recovery policies and any other source of additional uncertainty identified under category B as referred to in paragraph 36(b);

Category C: the general estimation error.

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/