ntext. The SCUK Retail portfolio data is obtained from the IRB data repository, which was developed by KPMG. Historical data is available dating back to 1998, but initially covers only the legacy GE (General Electric) portf
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e SCUK Retai
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t, and proces
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————–This report details the Model Risk Review (M
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1. SCUK Retail IFRS9 EAD | MRR Review | MO2925V3R0 | US27461 (RC)
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ive Criteria (October 2024), provisional parameter estimation models such as this one, with a provision amount betw
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er, stability and concentration. Sensitivity is assessed by examining the consistency of results across samples, per
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ts the assessments of the Performance, Sensitivity and Uncertainty of the SCUK Retail IFRS9 EAD model. Performance
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(0 DPD: 0.9051; 0<DPD≤30: 0.9321; 30<DPD≤60: 0.9410; 60<DPD≤90: 0.9366)
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level (HHI = 0.799808, nHHI = 0.7330
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tation processes and controls (Group Standards + SS1/23 Addendum) Config: to_implement
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mendations
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outlines the model structure itself, including modellin
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