170. Where less complex financial instruments are employed, institutions should calculate the …

Where less complex financial instruments are employed, institutions should calculate the effect of a shock using sensitivity analysis (without the identification of the origin of the shock, and by means of the simple application of the shock to the portfolio). Where an institution uses more complex financial instruments on which the shock has multiple and indirect effects, it should use more advanced approaches with specific definitions of the adverse (stress) situations reflecting relevant idiosyncratic risks.

4.7.8 Concentration risk

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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