EBU Single Rulebook Q&A 22 January 2016 2016_2593 Recognition of unfunded credit protection / guarantees under Advanced IRB
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European Union · · · 20-01-2017
Does an institution which has been granted permission to use the IRB Approach, including to use own estimates of LGD and conversion factors have the option to use the credit risk mitigation techniques of Chapter 4 (general CRM rules) of Regulation (EU) No 575/2013 (CRR), or must it make adjustments using its own estimates?
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