+170. Institutions should perform back-testing and benchmarking of their EL BE and LGD in-default …
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170. Institutions should perform back-testing and benchmarking of their EL BE and LGD in-default …
Institutions should perform back-testing and benchmarking of their EL BE and LGD in-default estimates in accordance with points (b) and (c) respectively, of Article 185 of Regulation (EU) No 575/2013. 7.1.2 Reference dates
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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