349. When calibrating the P2G-LR, the maximum stress impact should be calculated based on the …

When calibrating the P2G-LR, the maximum stress impact should be calculated based on the changes in the Tier 1 capital in the worst year of stress, and taking into account the applicable leverage ratio capital requirements. The maximum stress impact for the purpose of setting the P2G-LR should be understood as the difference between the lowest leverage ratio in the adverse scenario over the stress test horizon and the actual leverage ratio at the starting point.

1. Oversigt

1.1 Referencer

1.2 Identificerede krav

1.3 Relaterede standarder

2. Identificerede krav

3. Relaterede standarder

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