191. For the purpose of ensuring that the LGD in-default is higher than the EL BE , or is in …

For the purpose of ensuring that the LGD in-default is higher than the EL BE , or is in exceptional cases equal to the EL BE for individual exposures, in accordance with Article 54(2)(d) of the RTS on IRB assessment methodology institutions should analyse and correct the LGD in-default in those situations where the EL BE was obtained using specific credit risk adjustments, in accordance with paragraph 186, and is above the LGD in-default obtained through direct estimation in accordance with Article 54(1)(a) of the RTS on IRB assessment methodology.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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