3. For the purposes of paragraph 2, point (b), competent authorities may, where there are hints of a systematically lower risk profile, complement their assessment by:
(a)
requiring the institution to calculate daily and for a given period the unconstrained expected shortfall measures
and the partial expected shortfall measures
,
and
for each broad risk factor categories;
(b)
analysing whether those measures are systematically lower on the day chosen by the institution.
