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ECB guide to internal models - Europa

www.bankingsupervision.europa.eu

7 Granularity, number of time steps and scenarios 205 8 Calibration frequency and stress calibration 207 9 Validation 208 10 Effective expected positive exposure 215 11 Alpha parameter 216; Annex 218 Acronyms 224 Glossary 225; ECB guide to internal models – Foreword ; 4 ;

  Guide, Model, Internal, Guide to internal models, 208 10

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