1. An institution should document its approach to capturing incremental default and migration risks …

An institution should document its approach to capturing incremental default and migration risks so that its correlation and other modelling assumptions are transparent to the competent authorities.

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/