EBU Single Rulebook Q&A 12 December 2014 2014_1678 Definition of the exposure portfolio for which permanent partial use of standardised approach can be applied for by a credit institution using the IRB approach
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European Union · · · 10-04-2015
Can an IRB credit institution have the standardised approach applied to type of clients to whom the IRB approach is being used? I.e. if the standardised approach is approved for a specific portfolio of exposures, can this portfolio be defined by the type of client only or may it also be defined by the type of business?
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