EBU Single Rulebook Q&A 28 April 2014 2014_1117 CR IRB (C08.01 and C08.02) template column 010 and CR GB (C09.02) column 080

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European Union · · · 29-01-2016

In column 010 of templates C08.01 and C08.02 and column 080 of template C09.02, is the obligor PD reported before CRM effects and floors or after CRM effects and floors which is used in the RWA calculation reported?

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