42. Where interpolated or extrapolated values, based on data inputs corresponding to other risk …

Where interpolated or extrapolated values, based on data inputs corresponding to other risk factors that may or may not be incorporated in the institution’s internal model, ar e used as replacements for missing or inconsistent values in the data inputs referred to in Article 325bc of Regulation (EU) No 575/2013 for a risk factor, those interpolated or extrapolated values should be based on data inputs corresponding to risk factors that have passed or would pass the modellability assessment referred to in Article 325be of that Regulation.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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