+192. To the extent that the reasons for overriding the outputs of EL BE estimation are relevant …
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192. To the extent that the reasons for overriding the outputs of EL BE estimation are relevant …
To the extent that the reasons for overriding the outputs of EL BE estimation are relevant also to LGD in-default a consistent override should also be applied to the assignment of LGD in-default in such a way that the add-on to the EL BE covers for any increase of loss rate caused by possible additional unexpected losses during the recovery period in accordance with Article 181(1)(h) of Regulation (EU) No 575/2013.
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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