Contents
2.Instead of the requirement laid down in the first sentence of Article 180(2), point (c), of Regulation (EU) No 575/2013, institutions shall regard the data relating to the qualifying securitised exposures, the data of the portfolio of the originator or original lender based on similar underwriting standards from which they have been extracted, and the data relating to the collection and recovery policies adopted by the servicer as the primary source of information for estimating risk parameters for the model development, for the quantification of risk parameters, and for the application of the internal model for calculating KIRB.
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