15
Maturity for exposures to corporates, institutions or central governments and central banks
15.1
The PRA expects all firms that have not received permission to use own estimates of LGDs and conversion factors to use the maturity approach set out in CRR Article 162(2) to 162(3) for these exposures. This will be reflected in their permissions to use the IRB approach.
(CRR Article 166)
- 01/01/2022