12. In addition to the minimum set of dimensions referred to in paragraph 11, relevant authorities …

In addition to the minimum set of dimensions referred to in paragraph 11, relevant authorities may, where appropriate, duly justified and proportionate in order to prevent and mitigate macroprudential or systemic risks, as referred to in Article 133(1) of Directive 2013/36/EU, further combine the selected elements or subelements of the dimensions referred to in paragraph 11 with one element or subelement from any of the following correlated subdimensions, as follows:

• a. economic activity (for the element ‘legal person’ of the dimension ‘type of debtor or counterparty sector’);
• b. risk profile (for the dimension ‘type of exposure’); and
• c. geographical area (for the dimension ‘type of collateral’).

The list of elements under each subdimension, including their breakdown, is specified in Section 6.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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