+115. For the computation of EAD, an institution should also consider a credit conversion factor …
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115. For the computation of EAD, an institution should also consider a credit conversion factor …
For the computation of EAD, an institution should also consider a credit conversion factor (CCF) and, in particular, the effect of the institution’s legal capacity to unilaterally cancel undrawn amounts of committed credit facilities especially in stressed conditions.
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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