+116. Institutions should apply, to the extent appropriate, credit risk internal model approaches …
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116. Institutions should apply, to the extent appropriate, credit risk internal model approaches …
Institutions should apply, to the extent appropriate, credit risk internal model approaches that challenge historical relations and data, and simulations of credit quality migrations among categories of exposures to provide an estimate of losses.
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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