43. A hybrid approach could be considered, leveraging the strengths of both methodologies. …

A hybrid approach could be considered, leveraging the strengths of both methodologies. Competent authorities may decide on the appropriate approach based on data availability and model ownership, taking into account that specific portfolios or activities, such as e.g., underwriting risk, might require more detailed data and modelling than feasible under a top-down approach.

Level of granularity

1. Overview

1.1 References

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/