160. Where institutions observe that they realised profit on their observations of defaults, the …

Where institutions observe that they realised profit on their observations of defaults, the realised LGD on these observations should equal zero for the purpose of calculation of the observed average LGD and the estimation of the long-run average LGD. Institutions may use the information on the realised LGDs before the application of this floor in the process of model development for the purpose of risk differentiation.

6.3.3 Calibration to the long-run average LGD

1. Forbhreathnú

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

3. Caighdeáin ghaolmhara

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