+165. Institutions that have obtained permission to use own estimates of LGD in accordance with …
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165. Institutions that have obtained permission to use own estimates of LGD in accordance with …
Institutions that have obtained permission to use own estimates of LGD in accordance with Article 143(2) of Regulation (EU) No 575/2013, should assign an EL BE estimate and an LGD in-default estimate to each defaulted exposure within the range of application of the rating system subject to such permission.
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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