+166. Institutions should estimate EL BE and LGD in-default for each of the facility grades of the …
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166. Institutions should estimate EL BE and LGD in-default for each of the facility grades of the …
Institutions should estimate EL BE and LGD in-default for each of the facility grades of the distinct facility rating scale or for each of the pools that are used within the rating system.
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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