41. Where institutions adjust the risk parameters in individual cases by considering the unfunded …

Where institutions adjust the risk parameters in individual cases by considering the unfunded credit protection using overrides in accordance with paragraph 31(a)(iii), institutions should be able to justify that the nature and characteristics of the unfunded credit protection do not allow the use of methods described in paragraph 31(a)(i), 31(a)(ii) or 31(b) to reflect the credit risk mitigation effects of the unfunded credit protection.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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