calibration segment
Defined in Article 2, Commission Delegated Regulation (EU) 2024/1780
Definitions over time (1)
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15/07/2024 – today applies on 11/11/2026 Article 2, Commission Delegated Regulation (EU) 2024/1780 Scope: Whole act
For the purposes of this Regulation, the following definitions shall apply:
‘calibration segment’ means a uniquely identified subset of the scope of application of the probability of default (‘PD’) or loss given default (‘LGD’) model that is jointly calibrated;