169. Institutions should assess and duly justify situations where the estimates of LGD in-default …

Institutions should assess and duly justify situations where the estimates of LGD in-default shortly after the date of default systematically deviate from the LGD estimates immediately before the date of default at the facility grade or pool, where these deviations do not stem from the use of risk drivers that are applicable only from the date of default onwards.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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