43. For the purposes of applying the substitution of risk parameters approach and calculating the …

For the purposes of applying the substitution of risk parameters approach and calculating the risk weight floor, where institutions have not received the permission of the competent authority to use own LGD estimates in accordance with Article 143(2) of Regulation (EU) No 575/2013 for comparable direct exposures to the guarantor, institutions should use LGD values specified according to Article 161(1) of that Regulation to derive the LGD of a comparable direct exposure to the guarantor.

1. Forbhreathnú

1.1 Tagairtí

• Airteagal 143 2.

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

3. Caighdeáin ghaolmhara

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/