+4. This approach should be employed to determine a historical period that would provide a …
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4. This approach should be employed to determine a historical period that would provide a …
This approach should be employed to determine a historical period that would provide a conservative capital outcome rather than just selecting the period of highest volatility.
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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