14. For the types of exposures for which they have received permission to use own LGD estimates …

For the types of exposures for which they have received permission to use own LGD estimates, institutions should recognise the effects of the unfunded credit protection in accordance with Article 160(5), Article 161(3), Article 164(2)–(3) and Article 183 of Regulation (EU) No 575/2013.

1. Overview

1.1 References

• Article 183 Requirements for assessing the effect of unfunded credit protection for exposures to central governments and central banks, exposures to regional governments, local authorities and public sector entities, and exposures to corporates, where own estimates of LGD are used and for retail exposures

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/