+107. For the purpose of LGD estimation institutions should use an RDS covering all of the following …
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107. For the purpose of LGD estimation institutions should use an RDS covering all of the following …
For the purpose of LGD estimation institutions should use an RDS covering all of the following items: - (a) all defaults identified during the historical observation period specified in accordance with section 6.3.2.1;
- (b) all data necessary for calculating realised LGDs in accordance with section 6.3.1;
- (c) relevant factors that can be used to group the defaulted exposures in meaningful ways and relevant drivers of loss, including their values at the moment of default and at least within the year before default when available.
1. Forbhreathnú
1.1 Tagairtí
1.2 Ceanglais aitheanta
1.3 Caighdeáin ghaolmhara
2. Ceanglais aitheanta
Ceanglais
| Foinse |
Ceanglas |
3. Caighdeáin ghaolmhara
Caighdeáin
| Foinse |
Ceanglas |
- 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.
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