49. Where possible and taking into account their materiality assessment, institutions should apply …

Where possible and taking into account their materiality assessment, institutions should apply environmental shocks related to adverse scenarios directly at the exposure level. For risks whose materiality is primarily the result of a concentration effect, institutions should apply the shocks to groups of counterparties with a similar profile of exposure to environmental risks.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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  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.

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