+99. The calibration should not influence the rank ordering of obligors or exposures within a …

99. The calibration should not influence the rank ordering of obligors or exposures within a …

The calibration should not influence the rank ordering of obligors or exposures within a calibration segment other than within each grade or pool.

1. Overview

,
Summary Regulation

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/