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+Article 182 1b. |
Article 182 1b.For the purposes of paragraph 1a, point (d), institutions shall demonstrate to the competent authorities that they have a detailed understanding of the impact of changes in customer product mix on the exposures reference data sets and associated IRB-CCF, and that the impact is immaterial or has been effectively mitigated within their estimation process. In that regard, the following shall not be deemed appropriate:
(a)
setting floors or caps to CCF or exposure value observations, with the exception of the realised conversion factor equal to zero, in accordance with paragraph 1, second subparagraph;
(b)
using obligor-level estimates that do not fully cover the relevant product transformation options or that inappropriately combine products with very different characteristics;
(c)
adjusting only material observations affected by product transformation;
(d)
excluding observations affected by product profile transformation. 1. Prezentare generală
1.1 Referințe1.2 Cerințe identificate1.3 Standarde asociate2. Cerințe identificate
3. Standarde asociate
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