+49. For each rating system, the MoC applied should be documented in the relevant model …
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49. For each rating system, the MoC applied should be documented in the relevant model …
For each rating system, the MoC applied should be documented in the relevant model documentation and methodology manuals. The documentation should contain at least the following: - (a) a complete list of all identified deficiencies, including errors and uncertainties, and the potentially affected model components or risk parameters;
- (b) the category under which these deficiencies are classified, as referred to in paragraph 42;
- (c) a description of the methods for quantification of the MoC related to identified deficiencies as referred to in paragraph 43(a) and in particular the methodologies used to quantify the MoC per category.
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 - Published by the European Banking Authority at https://www.eba.europa.eu/
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