+167. For the purposes of EL BE and LGD in-default estimation, and unless otherwise specified in …
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167. For the purposes of EL BE and LGD in-default estimation, and unless otherwise specified in …
For the purposes of EL BE and LGD in-default estimation, and unless otherwise specified in this Chapter, institutions should use the same estimation methods used for estimating LGD on non-defaulted exposures, as set out in Chapter 6.
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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