Response to second consultation on RTS on estimation and identification of an economic downturn in IRB modelling | European Banking Authority
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Response to second consultation on RTS on estimation and identification of an economic downturn in IRB modelling
Question 1: Do you have any concerns around the workability of the new approach (e.g. data availability issues, burden on the analysis, split between the definition of the economic downturn and its impact on the internal loss data)?
Please see attachment
Question 2: Do you see any issues of applicability of this RTS for estimating conversion factors appropriate for an economic downturn identified in accordance with this RTS?
