+1. Where an institution has approved PD estimates or PD and LGD, estimates as part of the internal …

1. Where an institution has approved PD estimates or PD and LGD, estimates as part of the internal …

Where an institution has approved PD estimates or PD and LGD, estimates as part of the internal ratings based approach (IRBA) set out in Article 84 of directive 2006/48/EC, this data may be used as a source for obtaining PD and LGD estimates for IRC purposes, as well.

1. Pregled

,

1.1 Reference

1.2 Utvrđeni zahtjevi

1.3 Povezani standardi

2. Utvrđeni zahtjevi

Zahtjevi

3. Povezani standardi

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