Related provisions for BIPRU 13.6.53
1 - 2 of 2 items.
The distribution of exposures1 generated by the model used to calculate effective EPE must be closely integrated into the day-to-day CCR management process of the firm. The model's output must accordingly play an essential role in the credit approval, CCR management, internal capital allocation, and corporate governance of the firm.[Note: BCD Annex III Part 6 point 27]