+55. A PD model can contain several different methods for ranking the obligors or exposures as well …
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55. A PD model can contain several different methods for ranking the obligors or exposures as well …
A PD model can contain several different methods for ranking the obligors or exposures as well as various calibration segments.
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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