+Article 43 2

Article 43 2

2.   For the purposes paragraph 1, competent authorities shall compare, on the basis of a sample of time series:

(a)

the volatility and other distributional properties of the scenario of future shocks applied to a given risk factor in the calculation of the partial expected shortfall measures;

(b)

the volatility and other distributional properties of the returns observed for the given risk factor.

Competent authorities shall do the assessment referred to in paragraph 1 on the basis of both the period referred to in Article 325bc(4), point (c), of Regulation (EU) No 575/2013 and the period of financial stress referred to in Article 325bc(2), point (c), of that Regulation.

1. Overview

,
Summary Regulation

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements
Source Requirement

3. Related Standards

Standards
Source Requirement
  • Builddate: 17.06.2024 00:00:00 -Doknr: CELEX:32024R1085
  • EULAW -

    EN: Legal acts of the European Union from EUR-Lex, https://eur-lex.europa.eu/. © European Union. Re-use is authorised by Decision 2011/833/EU, provided the source is acknowledged; the consolidated texts are licensed under CC BY 4.0 (EUR-Lex legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the legislation published in the Official Journal of the European Union is deemed authentic.

    DE: Rechtsakte der Europäischen Union aus EUR-Lex, https://eur-lex.europa.eu/. © Europäische Union. Weiterverwendung nach Beschluss 2011/833/EU mit Quellenangabe gestattet; die konsolidierten Fassungen stehen unter CC BY 4.0 (Rechtlicher Hinweis von EUR-Lex). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Verbindlich sind allein die im Amtsblatt der Europäischen Union veröffentlichten Rechtsakte.