EBU Single Rulebook Q&A 11 April 2019 2019_4666 Absolute materiality threshold for Retail based on the new RTS

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European Union · · · 09-10-2020

How to apply Article 123(c) CRR to set the absolute component of the materiality threshold in the case of transition of exposures to or from Retail. The question is on the application of Definition of Default and in particular on the threshold used for DoD for retail exposures.

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