140. Where institutions include additional drawings by the obligor after the moment of default in …

Where institutions include additional drawings by the obligor after the moment of default in their conversion factors they should calculate realised LGD as a ratio of the economic loss to the outstanding amount of the credit obligation at the moment of default increased by the amount of additional drawings by the obligor after the moment of default discounted to the moment of default.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/