+186. Where the model used for credit risk adjustments satisfies or can be adjusted to satisfy the …
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186. Where the model used for credit risk adjustments satisfies or can be adjusted to satisfy the …
Where the model used for credit risk adjustments satisfies or can be adjusted to satisfy the requirements for own-LGD estimates set out in Part Three, Title II, Chapter 3, Section 6 of Regulation (EU) No 575/2013, institutions may use specific credit risk adjustments as EL BE estimates.
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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