22. For the purpose of paragraph 21(a) institutions should analyse the segmentation of exposures …

For the purpose of paragraph 21(a) institutions should analyse the segmentation of exposures and consider whether there were any changes to the scope of application of the considered model over the period covered by the data used in developing the model for assigning obligors or exposures to grades or pools. Where such changes were observed institutions should analyse the risk drivers relevant for the change of the scope of application of the model by comparing their distribution in the RDS before and after the change as well as with the distribution of those risk drivers in the application portfolio. For this purpose institutions should apply statistical methodologies such as cluster analysis or similar techniques to demonstrate representativeness. In the case of pooled models the analysis should be performed with regard to the part of the scope of the model that is used by an institution.

1. Forbhreathnú

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

3. Caighdeáin ghaolmhara

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