98. Where scoring methods are used, institutions should ensure that: (a) where there is a change in …

Where scoring methods are used, institutions should ensure that:

(a) where there is a change in the scoring method used, the institutions consider whether it is necessary to recalculate scores of obligors or exposures based on the original dataset instead of using scores that were calculated based on previous versions of the scoring method, and, where such recalculation is not possible, that institutions assess potential effects and take those effects into account via an appropriate increase of the MoC to their PD estimates;
(b) where Article 180(1)(g) of Regulation (EU) No 575/2013 applies, the PD estimates which were derived as a simple average of individual PD estimates are adequate for relevant grades, by applying calibration tests to these estimates at a grade level, on the basis of one-year default rates representative of the likely range of variability of default rates.

1. Forbhreathnú

Teideal	Rialáil

Ceanglais
Foinse	Ceanglas

Caighdeáin
Foinse	Ceanglas

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