ela_irb_adj

Adjustment To Expected Loss Due To Post-Model Adjustments

Amounts added in accordance with Article 158(6A) of the Credit Risk: Internal Ratings Based Approach (CRR) Part. An institution shall increase the total expected loss amounts calculated under paragraphs 5 and 6 in Article 158 to reflect any post model adjustments in respect of expected loss amounts

Reference: Instructions For Reporting On Own Funds And Own Funds Requirements , column 0281, section 3.3.3.1, Instructions concerning specific positions