106. Institutions should endeavour to determine specific risk factors and set out, on a preliminary …

Institutions should endeavour to determine specific risk factors and set out, on a preliminary basis, how these factors can affect their total credit risk losses and capital requirements. Institutions should endeavour to make that determination on an exposure class by exposure class basis (e.g. factors relevant to mortgages may be different from those relevant to corporate asset classes).

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/