+104. An LGD model can contain several different methods, especially with respect to different types …
|
104. An LGD model can contain several different methods, especially with respect to different types …
An LGD model can contain several different methods, especially with respect to different types of collateral, which are combined to arrive at an LGD for a given facility.
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/
|