EBU Single Rulebook Q&A 16 May 2017 2017_3295 Unfunded credit risk mitigation for specialised lending exposures
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European Union · · · 07-05-2021
How should RWA be calculated for unfunded credit risk mitigation when the protected exposure is a specialised lending exposure in respect of which an institution is not able to estimate PDs and used the risk weights in Article 153(5) CRR?
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