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