102. Institutions should estimate their own LGDs based on their own loss and recovery experience …

Institutions should estimate their own LGDs based on their own loss and recovery experience, as it is reflected in historical data on defaulted exposures. Institutions may supplement their own historical data on defaulted exposures with external data. In particular, institutions should not derive their LGD estimates only from the market prices of financial instruments, including, but not limited to, marketable loans, bonds or credit default instruments, but they may use this information to supplement their own historical data.

1. Forbhreathnú

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

3. Caighdeáin ghaolmhara

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