+Article 52 (b)
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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. Visão geral
1.1 Referências
1.2 Requisitos identificados
1.3 Normas relacionadas
2. Requisitos identificados
Requisitos
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Requisito |
3. Normas relacionadas
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