+219. For movable property subject to a valuation by statistical models, institutions should ensure …

219. For movable property subject to a valuation by statistical models, institutions should ensure …

For movable property subject to a valuation by statistical models, institutions should ensure that they have obtained a clear and transparent model outcome, specifying the value of the collateral. Institutions should understand the methodologies, key parameters, assumptions and limitations of the models used.

1. Overview

,
Summary Regulation

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/