+58. Each IRS of the risk indicator ‘ j ’ for an institution ‘i’ should be multiplied by the risk IW …
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58. Each IRS of the risk indicator ‘ j ’ for an institution ‘i’ should be multiplied by the risk IW …
Each IRS of the risk indicator ‘ j ’ for an institution ‘i’ should be multiplied by the risk IW assigned to a specific risk indicator ‘ j ’ . The weighted IRS should then be summed up in an ARS according to the following formula: | Where : | 𝐴𝑅𝑆 𝑖 = 𝑚 ∑𝐼𝑊 𝑗 𝑗=1 | 𝑚 ∑𝐼𝑊 𝑗 ∗𝐼𝑅𝑆 𝑖𝑗 𝑗=1 = 100% |
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.
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