Article 162

Question & Answers

Paragraph

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Links

• 2019_5029 Issues related to para (89) of the EBA/GL/2017/16 with regards to the calibration procedure of the PD models to be conducted “after taking into account any overrides applied in the assignment of obligors to grades or pools”

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• 2016_3049 Use of bona fide estimates for the determination of the size of a corporation

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• 2013_686 Maturity (M) for short-term credit line contracts which are continuously rolled over.
• 2013_687 Maturity under Article 162 of Regularion (EU) No 575/2013
• 2014_762 Maturity used in IRB RWA calculations
• 2021_5773 Maturity calculation under IRB for exposures that only have contractual cashflows in the form of fees
• 2017_3169 Effective Maturity calculation for fully/nearly fully collateralised derivatives and Security Financing Transcations
• 2018_4410 Maturity of instruments subject to a cash flow schedule
• 2023_6891 Maturity calculation under IRB for undrawn credit facility
• 2025_7397 Maturity floor for SFT transactions under a master netting agreement that does not fulfill the enforceability criteria of CRR Article 206.