+Article 1 3

Article 1 3

3.   Institutions shall determine the supervisory shock scenarios referred to in paragraphs 1 and 2 on the basis of the currency-specific interest rate shocks set out in Part A of the Annex or, for the currencies not specified therein, on the basis of interest rate shocks calibrated in accordance with Part B of the Annex.

Institutions shall perform the calibration of interest rate shocks in accordance with Part B of the Annex at least every five years.

1. Overview

,

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards
  • Builddate: 24.04.2024 00:00:00 -Doknr: CELEX:32024R0856
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