+43. Where extrapolated values, based on data inputs corresponding to other risk factors that may or …

43. Where extrapolated values, based on data inputs corresponding to other risk factors that may or …

Where extrapolated values, based on data inputs corresponding to other risk factors that may or may not be incorporated in the institution’s int ernal model, are 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 extrapolated values should be based on data inputs that meet the conditions set out in points (a) to (c) of paragraph 28.

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/