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Division 2.2 Overall requirements for estimationF1

United Kingdom Repealed

Original text. Later amendments are not shown.

  1. 49Division 49
  2. 50Division 50
  3. 51Division 51
  4. 52Division 52
  5. 53Division 53
  6. 54Division 54
  7. 55Division 55
  8. 56Division 56
  9. 57If a credit institution uses data that is pooled across credit institutions it shall demonstrate that:
  10. 58Division 58
  11. 2.2.1Requirements specific to PD estimation
  12. 2.2.2Requirements specific to own-LGD estimates
  13. 2.2.3Requirements specific to own-conversion factor estimates
  14. 2.2.4Minimum requirements for assessing the effect of guarantees and credit derivatives
  15. 2.2.5Minimum requirements for purchased receivables

Annotations

Textual amendments

F1

Repealed by Directive 2013/36/EU of the European Parliament and of the Council of 26 June 2013 on access to the activity of credit institutions and the prudential supervision of credit institutions and investment firms, amending Directive 2002/87/EC and repealing Directives 2006/48/EC and 2006/49/EC (Text with EEA relevance).