+128. For the purpose of LGD estimation institutions may group the types of collaterals that are …
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128. For the purpose of LGD estimation institutions may group the types of collaterals that are …
For the purpose of LGD estimation institutions may group the types of collaterals that are homogeneous in terms of recovery patterns taking into account both the average time of collection process and the recovery rates on these types of collaterals.
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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