17. In order to comply with the requirement of the representativeness of data used in the PD and …

In order to comply with the requirement of the representativeness of data used in the PD and LGD models specified in Articles 174(c), 179(1)(d) and 179(2)(b) of Regulation (EU) No 575/2013 as well as in Articles 40 and 45 of the RTS on IRB assessment methodology, institutions should have sound policies, processes and methods for assessing the representativeness of data used for the purpose of estimation of risk parameters. Institutions should specify in their internal policies the statistical tests and metrics to be used for the purpose of assessing the representativeness of data used for risk differentiation and, separately, for data underlying the risk quantification. Institutions should also specify methods for qualitative assessment of data for the cases, defined in their policies, where the application of statistical tests is not possible.

1. Forbhreathnú

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

3. Caighdeáin ghaolmhara

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