EBU Single Rulebook Q&A 4 February 2015 2015_1792 Recognition of additional credit protection in the regulatory LGD

Also known as

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).

Read the full text

This document is published by eba.europa.eu.

Moonlit adds the citation network, article-level links and cross-references, which are available to search for free.