+163. In order to comply with the requirement of Article 181(1)(a) of Regulation (EU) No 575/2013 to …
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163. In order to comply with the requirement of Article 181(1)(a) of Regulation (EU) No 575/2013 to …
In order to comply with the requirement of Article 181(1)(a) of Regulation (EU) No 575/2013 to use all observed defaults in LGD quantification, institutions should not exclude any defaults observed in the historical observation period that fall within the scope of application of the LGD model.
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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