60. The DGS should assign the ARW to the ARS in such a way that it is possible for member …

The DGS should assign the ARW to the ARS in such a way that it is possible for member institutions to be assigned to the lowest and highest ARW, and for the various risk classes to be populated. In particular, the DGS should avoid calibrating the model in such a way that almost all member institutions, despite having significantly different risk profiles, would be assigned to only one risk class (for example, the risk class for institutions with an average risk profile) and hence assign them the same ARW. However, this does not imply that in each period the DGS should necessarily use the full interval and assign member institutions to the ARW corresponding to the lowest and the highest thresholds of the ARW.

Thresholds for ARW

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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