+55. For each bucket of a risk indicator, the DGS should assign a corresponding IRS. The DGS should …
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55. For each bucket of a risk indicator, the DGS should assign a corresponding IRS. The DGS should …
For each bucket of a risk indicator, the DGS should assign a corresponding IRS. The DGS should assign an IRS of 100 to the riskiest bucket and an IRS of 0 to the least risky bucket. The DGS may deviate from this rule for risk indicators which can only have two possible values and where one of which represents an average risk level. If the DGS decides to make use of this possibility, then it should assign an IRS of 50 to the bucket representing the average risk level while the IRS assigned to the other bucket should be either 100 or 0. The ‘sliding scale’ method for the IRS
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
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Requirement |
3. Related Standards
Standards
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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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