+125. To the extent that LGD estimates take into account the existence of unfunded credit protection …
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125. To the extent that LGD estimates take into account the existence of unfunded credit protection …
To the extent that LGD estimates take into account the existence of unfunded credit protection institutions should specify the criteria and methodology for recognising and including in their LGD estimates the protection in the form of guarantees and credit derivatives that meet the criteria specified in Article 60 of the RTS on IRB assessment methodology.
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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