+3. Institutions may alternatively map the missing factor to another one similar in terms of …

3. Institutions may alternatively map the missing factor to another one similar in terms of …

Institutions may alternatively map the missing factor to another one similar in terms of volatility (though not necessarily correlated). If this approach is used, institutions should demonstrate that it is conservative and appropriate.

1. Overview

Summary	Regulation

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements
Source	Requirement

3. Related Standards

Standards
Source	Requirement

EBA -
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