81. The DGS should calibrate the calculation method based on expert judgement, taking into …

The DGS should calibrate the calculation method based on expert judgement, taking into consideration the characteristics of the national banking sector, and the degree of heterogeneity among member institutions. The calibration of the calculation method includes:

• a. the selection of risk indicators;
• b. the weighting of the risk indicators;
• c. the upper and lower boundaries of the IRS;
• d. the method for calculating the IRS;
• e. the thresholds of the ARW;
• f. the method for calculating the ARW;
• g. the application of optional modifications to the calculation formula.

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.

  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.