187. Where specific credit risk adjustments are assessed individually for a single exposure or a …

Where specific credit risk adjustments are assessed individually for a single exposure or a single obligor, institutions may override the EL BE estimates based on specific credit risk adjustments, where they are able to prove that this would improve the accuracy of the EL BE estimates and that the specific credit risk adjustments reflect or are adjusted to the requirements set in section 6.3.1 on the calculation of economic loss.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/