194. In the application of the PD or LGD model and where institutions receive new information with …

In the application of the PD or LGD model and where institutions receive new information with respect to a relevant risk driver or rating criterion, they should take this information into account in the rating assignment in a timely manner, in particular by ensuring both of the following:

• (a) that the relevant IT systems are updated as soon as possible and that the corresponding rating and PD or LGD assignment is reviewed as soon as possible;
• (b) where the new information relates to the default of an obligor, that the PD of the obligor is set to 1 in all relevant IT systems in a timely manner and in accordance with paragraph 108 of the Guidelines on the application of the definition of default under Article 178 of Regulation (EU) No 575/2013.

1. Forbhreathnú

1.1 Tagairtí

• Airteagal 178 Mainneachtain oibleagáideora nó saoráide creidmheasa

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.