+197. For the purpose of paragraph 195(b) institutions should ensure that the occurrence of any of …
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197. For the purpose of paragraph 195(b) institutions should ensure that the occurrence of any of …
For the purpose of paragraph 195(b) institutions should ensure that the occurrence of any of the triggers referred to in paragraph 196 results in the application of additional conservatism to the risk parameter for the purpose of the calculation of risk-weighted exposure amounts. Where more than one trigger occurs, the estimate should be more conservative. The additional conservatism related to each trigger should be proportionate to the uncertainty in the estimated risk parameter introduced by the trigger.
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- EBA -
EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.
DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.
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