+79. The observed average of one-year default rates (‘observed average default rate’) should be …
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79. The observed average of one-year default rates (‘observed average default rate’) should be …
The observed average of one-year default rates (‘observed average default rate’) should be calculated for each rating grade or pool and additionally for the type of exposures covered by the relevant PD model as well as for any relevant calibration segment.
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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