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Response to second consultation on RTS on estimation and identification of an economic downturn in IRB modelling
Go backQuestion 1: Do you have any concerns around the workability of the new approach (e.g. data availability issues, burden on the analysis, split between the definition of the economic downturn and its impact on the internal loss data)?
Please see attachmentQuestion 2: Do you see any issues of applicability of this RTS for estimating conversion factors appropriate for an economic downturn identified in accordance with this RTS?
Please see attachmentName of organisation
Institute of International Finance
