154. Institutions should calculate the observed average LGD for each facility grade or pool and at …

Institutions should calculate the observed average LGD for each facility grade or pool and at the level of the portfolio covered by the LGD model taking into account realised LGDs on all defaults observed in the historical observation period related to closed recovery processes in accordance with paragraphs 155 to 157 without including any expected future recoveries. The observed average LGD should be weighted by the number of defaults included in the calculation.

1. Forbhreathnú

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

3. Caighdeáin ghaolmhara

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