7. Risk quantification
- (i) Overall Requirements for Estimation
- (ii) Definition of Default
- (iii) Re-ageing
- (iv) Treatment of Overdrafts
- (v) Definition of Loss for all Asset Classes
- (vi) Requirements Specific to PD Estimation
- (vii) Requirements Specific to Own-LGD Estimates
- (viii) Requirements Specific to Own-EAD Estimates
- (ix) Minimum Requirements for Assessing Effect of Guarantees and Credit Derivatives
- (x) Requirements Specific to Estimating PD and LGD (or EL) for Qualifying Purchased Receivables