+25. Institutions should analyse the representativeness of the data in terms of the structure of the …

25. Institutions should analyse the representativeness of the data in terms of the structure of the …

Institutions should analyse the representativeness of the data in terms of the structure of the portfolio by relevant risk characteristics based on statistical tests specified in their policies to ensure that the range of values observed on these risk characteristics in the application portfolio is adequately reflected in the development sample. Where the application of statistical tests is not possible, institutions should carry out at least a qualitative analysis on the basis of the descriptive statistics of the structure of the portfolio, taking into account the possible seasoning effects referred to in Article 180(2)(f) of Regulation (EU) No 575/2013. When considering the results of this analysis, institutions should take into account the sensitivity of the risk characteristics to economic conditions. Material differences in the key risk characteristics between the data sample and the application portfolio should be addressed, for example by using another data sample or a subset of observations or by adequately reflecting these risk characteristics as risk drivers in the model.

1. Forbhreathnú

,

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

Ceanglais

3. Caighdeáin ghaolmhara

Caighdeáin
  • EBA -

    EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.

    DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.