+190. For the purpose of Article 181(1)(h) of Regulation (EU) No 575/2013 the LGD in-default should …
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190. For the purpose of Article 181(1)(h) of Regulation (EU) No 575/2013 the LGD in-default should …
For the purpose of Article 181(1)(h) of Regulation (EU) No 575/2013 the LGD in-default should be increased above the level referred to in paragraph 189 where this is necessary to ensure that the difference between the LGD in-default and the EL BE covers for any increase of loss rate caused by possible additional unexpected losses during the recovery period.
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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