150. Without prejudice to Article 181(2) of Regulation (EU) No 575/2013 institutions should …

Without prejudice to Article 181(2) of Regulation (EU) No 575/2013 institutions should calculate the long-run average LGD as an arithmetic average of realised LGDs over a historical observation period weighted by a number of defaults. Institutions should not use for that purpose any averages of LGDs calculated on a subset of observations, in particular any yearly average LGDs, unless they use this method to reflect higher weights of more recent data on retail exposures in accordance with Article 181(2) of Regulation (EU) No 575/2013.

1. Forbhreathnú

1.1 Tagairtí

• Airteagal 181 2.

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

3. Caighdeáin ghaolmhara

• 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.