+57. For each risk indicator the DGS should calibrate the upper boundary ‘ 𝑎 𝑗 ’ and the lower …
|
57. For each risk indicator the DGS should calibrate the upper boundary ‘ 𝑎 𝑗 ’ and the lower …
For each risk indicator the DGS should calibrate the upper boundary ‘ 𝑎 𝑗 ’ and the lower boundary ‘ 𝑏 𝑗 ′ to ensure there is sufficient and meaningful differentiation of member institutions. The DGS should avoid calibrating the upper and lower boundaries in such a way that all member institutions, despite significant differences in the area measured by a particular risk indicator, should persistently fall either below the lower or above the upper boundary.
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
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.
|