353. For the purpose of determining P2G, competent authorities should also consider the extent to …

For the purpose of determining P2G, competent authorities should also consider the extent to which stress scenarios cover all the material risks contributing to the P2R in TSCR. Competent authorities should, in particular, have regard to the fact that macroeconomic downturn scenarios may not entirely capture some risks – for example pension risk or some elements of credit concentration risk (e.g. single name concentration) – that may amplify potential losses under the tested adverse scenarios.

1. Přehled

1.1 Odkazy

1.2 Identifikované požadavky

1.3 Související standardy

2. Identifikované požadavky

3. Související standardy

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