+2. Where , in the latter cases, an institution does not have approved IRB PDs and/or LGDs or where …
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2. Where , in the latter cases, an institution does not have approved IRB PDs and/or LGDs or where …
Where , in the latter cases, an institution does not have approved IRB PDs and/or LGDs or where IRB PDs and/or LGDs do not exist for an issuer or a security in the trading book, these should be computed using a methodology consistent with the IRB methodology, which would then require a separate approval by the competent authority for use in the IRC.
1. Pregled
1.1 Reference
1.2 Utvrđeni zahtjevi
1.3 Povezani standardi
2. Utvrđeni zahtjevi
3. Povezani standardi
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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