EBU Single Rulebook Q&A 21 July 2014 2014_1381 PD substitution and eligibility of guarantors
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European Union · · · 04-09-2015
Article 202(d) of Regulation (EU) No 575/2013 (CRR) suggests that where risk weighted exposure amounts are calculated under the IRB Approach, a guarantor must have an internal rating in order to be eligible as a guarantor for PD substitution.
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