+9. Soundness standard comparable to IRB

9. Soundness standard comparable to IRB

Unless otherwise specified in these guidelines, the soundness standard comparable to IRB applicable to IRC is: a capital horizon of 1 year and a confidence interval of 99.9 %.

1. Oversigt

,

1.1 Referencer

1.2 Identificerede krav

1.3 Relaterede standarder

2. Identificerede krav

Krav

3. Relaterede standarder

Standarder
  • EBA - Published by the European Banking Authority at https://www.eba.europa.eu/