+Article 52 (b)

Article 52 (b)

in relation to the requirement to reflect the economic cycle in the internal default risk model as required by Article 325bp(2) of Regulation (EU) No 575/2013, assess how the modelling of losses given defaults, including stochastic ones, is performed for such losses given defaults to reflect changes in the properties taken by the systematic risk factors;

1. Pregled

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1.1 Reference

1.2 Utvrđeni zahtjevi

1.3 Povezani standardi

2. Utvrđeni zahtjevi

Zahtjevi

3. Povezani standardi

Standardi