Consideration of MoC in EL BE estimation

In accordance with Article 181(1)(h) of the CRR, the EL BE estimation methods should take into account all currently available and relevant information and, in particular, consider current economic circumstances and exposure status. Taking this into consideration, the GL clarify that the EL BE should not include any MoC, as this would not be in line with the best estimate concept. Adding conservativeness does not increase the accuracy of the estimates, but rather covers for the risk that the estimates might be too optimistic.

1. Forbhreathnú

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

3. Caighdeáin ghaolmhara

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