+Figure 7: LGD in-default estimation, direct estimation or EL BE + add-on*
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Figure 7: LGD in-default estimation, direct estimation or EL BE + add-on*
LRA LGD – long-run average LGD As the relation between EL BE and LGD in-default is crucial for the adequate determination of risk weights, potential overrides have to be considered and applied consistently as well. It is therefore specified in the GL that to the extent that the reason for overriding the EL BE also applies to the LGD in-default an override of the LGD in-default should be triggered.
1. Panoramica
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Regolamentazione |
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1.1 Riferimenti
1.2 Requisiti identificati
1.3 Standard correlati
2. Requisiti identificati
Requisiti
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Requisito |
3. Standard correlati
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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