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...Classes''' are the eligible classification categories for all [[Exposure | exposures]] of Each exposure shall be assigned to one of the following exposure clas <li> exposures to central governments or central banks; ...

...uirements<ref>BCBS 239, Principles for effective risk data aggregation and risk reporting, 2013</ref> ...evaluate its performance against [[Risk Appetite]]. It presupposes that [[Risk Data Integration]], that is available at the technical level ...

...Guidelines on PD estimation, LGD estimation and the treatment of defaulted exposures, Nov 2017</ref>. A calibration segment is thus the collection of rating gra Where all obligors or exposures within the range of application of the PD or LGD model are jointly calibrat ...

...ky assets subject to [[Credit Risk]] and potentially other [[Risk Factor | risk factors]] * [[ESMA Residential Real Estate Exposures Table ]] ...

...duce draft RTS and ITS specifying information on securitisation underlying exposures and investor reports as well as standardised templates for the submission o ...esidential Real Estate || [[ESMA Residential Real Estate Exposures Table | Exposures ]] || [[ESMA Residential Real Estate Collateral Table | Collateral ]] || ...

...he re-sale value of the assets that are being financed by those underlying exposures. ...ion risks to which the securitisation is exposed. It also makes the credit risk of the securitisation more difficult for the investors to model and assess. ...

* Direct dependencies between exposures * Common [[Risk Factor | risk factors]] (economic environrment, market levels etc.) ...

...ng Supervision]] on June 2013 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ''Frequently asked questions on Large Exposures QIS''. ...

...pervision]] on September 2016 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ...questions on the supervisory framework for measuring and controlling large exposures''. ...

...simply defined at portfolio level, providing synthetic measures of credit risk name concentration. ...sses which can actually differentiate the effective contribution to credit risk. ...

...one payment. This is with exception of revolving securitisations backed by exposures payable in a single instalment or having a maturity of less than one year, ...sures payable in single instalment or with an initial legal maturity of an exposures of below one year. ...

...large risk exposure to specific credit risks (as opposed to a diversified risk profile). ...tory frameworks generally recognize the following specific [[Concentration Risk | concentrations risks]]: ...

No defaulted exposures or exposures subject to outstanding disputes <ref>EBA STS Framework for Synthetic Securi The underlying exposures should not include, at the time of selection: ...

...upervision]] on November 2019 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ''Voluntary disclosure of sovereign exposures''. ...

...scoring system is to rank borrowers systematically with meaningful credit risk quality differentiation. ...it Scoring Scale]], a delimited range of credit scores to which all credit exposures must be classified ...

...d standardization of the concept of exposure as it became one of the key [[Risk Parameters]] identified and required for implementation of the [[Basel II]] [[Category:Credit Risk]] ...

Balance sheet synthetic securitisation, credit risk mitigation <ref>EBA STS Framework for Synthetic Securitisation, EBA/DP/2019 ...ritisation Regulation, and is an originator with respect to the underlying exposures as defined in Article 2(3) of the Securitisation Regulation. ...

...rk is a BIS [[Limit framework]] for measuring and controlling large credit exposures proposed in March 2013 and adopted as a standard in April 2014. The Basel Committee issued its first guidance on credit exposures in 1991. ...

The servicer should have expertise in servicing exposures of a similar nature to those securitised, supported by a management team wi ...ies, procedures and risk- management controls relating to the servicing of exposures. ...

...tection buyer that the following requirements in respect of the underlying exposures of a synthetic securitisation are met: ...he protection buyer has full right, good and valid title to the underlying exposures and their associated ancillary rights. ...