143. When identifying and measuring or assessing risks, an investment firm should develop …

When identifying and measuring or assessing risks, an investment firm should develop appropriate methodologies including both forward-looking and backward-looking tools. The tools should include the assessment of the actual risk profile against the investment firm ’s risk appetite, as well as the identification and assessment of potential and stressed risk exposures under a range of assumed adverse circumstances against the investment firm’s risk capacity . The tools should provide information on any adjustment to the risk profile that may be required. Investment firms should make appropriately conservative assumptions when building stressed scenarios.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• 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.