v6204_m - DPM validation rule

v6204_m - DPM validation ruleEBA validation rule v6204_m. The Expected loss of each portfolio is lower than the expected loss under IRB. Tables: C_08.01.a, C_102.00. DPM-XL: with…

C_08.01.a Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL

C_102.00 Details on exposures in Low Default Portfolios

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