287. Competent authorities should consider whether the institution’s internal measurement systems …

Competent authorities should consider whether the institution’s internal measurement systems (IMS) take into account all sources of CSRBB which are relevant for the institution’s business model. The IMS should be properly calibrated, independently validated, back-tested and reviewed at an appropriate frequency. Competent authorities should take into account whether the IMS is supported by documentation considering the nature, scale and complexity of the CSRBB inherent in the business model and the institution’s activities.

1. Oversigt

1.1 Referencer

1.2 Identificerede krav

1.3 Relaterede standarder

2. Identificerede krav

3. Relaterede standarder

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