88. Institutions should store and describe in the documentation of the PD model the calibration …

Institutions should store and describe in the documentation of the PD model the calibration sample associated with each calibration segment. In order to ensure compliance with Article 180(1)(a) or 180(2)(a) of Regulation (EU) No 575/2013, institutions should find an appropriate balance between the comparability of the calibration sample with the application portfolio in terms of obligor and transaction characteristics and its representativeness of the likely range of variability of default rates as referred to in section 5.3.4.

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/