97. Institutions may split exposures covered by the same PD model into as many different …

Institutions may split exposures covered by the same PD model into as many different calibration segments as needed where one or more subsets of these exposures carry a significantly different level of risk. For this purpose institutions should use relevant segmentation drivers and they should justify and document the use and scope of the calibration segments.

1. Forbhreathnú

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

3. Caighdeáin ghaolmhara

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