+61. Institutions should identify appropriate, meaningful and robust mechanisms for translating risk …
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61. Institutions should identify appropriate, meaningful and robust mechanisms for translating risk …
Institutions should identify appropriate, meaningful and robust mechanisms for translating risk factors into relevant internal risk parameters (probability of default (PD), loss given default (LGD), write-offs, fair value haircuts, etc.) that provide an institution and a group view of risks.
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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