141. For retail exposures, where institutions do not include additional drawings by the obligor …

For retail exposures, where institutions do not 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 and they should not increase the denominator of the ratio by the value of additional drawings by the obligor after the moment of default.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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