EBU Single Rulebook Q&A 4 February 2015 2015_1792 Recognition of additional credit protection in the regulatory LGD
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European Union · · · 19-06-2015
It is not clear whether an institution with an IRB Approach permission (Foundation Approach; PD models only) should notify the competent authorities in accordance with Article 143 if they want to recognise additional credit protection in the regulatory LGD in accordance with Article 161(1).
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