225. Competent authorities should pay particular attention to hidden sources of concentration risk …

Competent authorities should pay particular attention to hidden sources of concentration risk that can materialise under stressed conditions, when the level of correlation can increase compared to normal conditions and when additional exposures can arise from off-balance sheet items.

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.

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