+90. The process of grouping ranked obligors or exposures to grades or pools, in particular where …
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90. The process of grouping ranked obligors or exposures to grades or pools, in particular where …
The process of grouping ranked obligors or exposures to grades or pools, in particular where institutions conduct this grouping by identification of intervals of score values reflecting a predefined PD level assigned to a grade of a master scale, may be performed during the calibration.
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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