107. For the purpose of LGD estimation institutions should use an RDS covering all of the following …

For the purpose of LGD estimation institutions should use an RDS covering all of the following items:

• (a) all defaults identified during the historical observation period specified in accordance with section 6.3.2.1;
• (b) all data necessary for calculating realised LGDs in accordance with section 6.3.1;
• (c) relevant factors that can be used to group the defaulted exposures in meaningful ways and relevant drivers of loss, including their values at the moment of default and at least within the year before default when available.

1. Forbhreathnú

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

3. Caighdeáin ghaolmhara

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