Article 2, Paragraph 2. · Commission Delegated Regulation (EU) 2023/1578

Contents

1. When using external sources for estimating default probabi…
2. Institutions shall obtain the estimates of default probabi…
3. Institutions that use more than one external source shall…
4. Before applying the floor referred to in Article 325bp(5),…

2.Institutions shall obtain the estimates of default probabilities from external sources by employing a methodology that is conceptually sound and that fulfils the requirements set out in paragraph 4.