142. Irrespective of whether institutions reflect future drawings in their conversion factors or in …

Irrespective of whether institutions reflect future drawings in their conversion factors or in their LGD estimates they should calculate the economic loss used in the numerator of the realised LGD including the additional drawings after the moment of default and all realised recoveries 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/