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  • — Standards for Corporate, Sovereign, and Bank Exposures

    • CA-5.8.90

      The minimum requirements outlined in paragraphs CA-5.8.91 to CA-5.8.100 apply to banks using the foundation LGD estimates with the following exceptions:

      (a) The bank is not able to use an 'LGD-adjustment' option; and
      (b) The range of eligible guarantees and guarantors is limited to those outlined in paragraph CA-5.3.34.
      Apr 08