+77. In any case institutions should ensure that each defaulted obligor is counted only once in the …
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77. In any case institutions should ensure that each defaulted obligor is counted only once in the …
In any case institutions should ensure that each defaulted obligor is counted only once in the numerator and denominator of the one-year default rate calculation, even where the obligor defaulted more than once during the relevant one-year period.
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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