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+Article 182 1a. |
Article 182 1a.For the purposes of paragraph 1, point (h), IRB-CCF applied to particular exposures shall not be based on data that comingle the effects of disparate characteristics or data from exposures that exhibit materially different risk characteristics. IRB-CCF shall be based on appropriately homogenous segments. For that purpose, the following practices shall only be allowed on the basis of a detailed scrutiny and justification by an institution:
(a)
SME/mid-market underlying data being applied to large corporate obligors;
(b)
data from commitments with a small unused limit availability being applied to facilities with a large unused limit availability;
(c)
data from delinquent obligors or blocked for further drawdowns at the reference date being applied to obligors with no known delinquency or relevant restrictions;
(d)
data that have been affected by changes in the obligors’ mix of borrowing and other credit-related products over the observation period unless those data have been effectively adjusted by removing the effects of the changes in the product mix. 1. Panoramica
1.1 Riferimenti1.2 Requisiti identificati1.3 Standard correlati2. Requisiti identificati
3. Standard correlati
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