EBA · 2021_5762 Rejected question

Homogeneously managed exposures

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
142, para. 2
Topic
Model validation
Submitted by
Individual
Submitted
2021-03-03

Question

How should “homogeneously managed exposures” be understood for the definition of “type of exposures”, which then in turn defines the scope of a “rating system”?

Background

For properly setting the scope of a rating system it is necessary to have a clear understanding what constitutes “type of exposures”. To that end, clarity on “homogeneously managed exposures” is required.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2021_5762

This Q&A is published by European Banking Authority and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.

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