+SECTION 1 Overview of the assessment
---+Article 22 Introduction to the assessment of the internal risk-measurement model used to compute the expected shortfall measure and the stress scenario risk measure
------+Article 22 (a)
------+Article 22 (b)
------+Article 22 (c)
------+Article 22 (d)
------+Article 22 (e)

SECTION 1 Overview of the assessment

SECTION 1 Overview of the assessment

1. Overview

,
Article 22 Introduction to the assessment of the internal risk-measurement model used to compute the expected shortfall measure and the stress scenario risk measure

When assessing an institution’s compliance with the requirements applicable to the internal risk-measurement model used to compute the expected shortfall risk measure and the stress scenario risk measure, competent authorities shall assess whether the institution complies with:

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards
  • Builddate: 17.06.2024 00:00:00 -Doknr: CELEX:32024R1085
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