+78. In order to choose an appropriate calculation approach as required by paragraph 80 …
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78. In order to choose an appropriate calculation approach as required by paragraph 80 …
In order to choose an appropriate calculation approach as required by paragraph 80, institutions should evaluate the observed one year default rates within the historical observation period at least quarterly. 5.3.3 Calculation of the observed average default rate
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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