+113. Institutions should consider, wherever possible, the following relevant parameters: PD, LGD …
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113. Institutions should consider, wherever possible, the following relevant parameters: PD, LGD …
Institutions should consider, wherever possible, the following relevant parameters: PD, LGD, EAD, expected loss (EL) and risk exposure amount, and the impact on credit losses and own funds requirements.
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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