+130. In order to fulfil the requirement of Article 38 of the RTS on IRB assessment methodology …
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130. In order to fulfil the requirement of Article 38 of the RTS on IRB assessment methodology …
In order to fulfil the requirement of Article 38 of the RTS on IRB assessment methodology, institutions should assess the homogeneity of exposures assigned to the same grades or pools based on the data in the RDS and they should ensure, in particular, that grades are defined in such a manner that individual grades are sufficiently homogeneous with respect to loss characteristics.
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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