+9. Soundness standard comparable to IRB
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9. Soundness standard comparable to IRB
Unless otherwise specified in these guidelines, the soundness standard comparable to IRB applicable to IRC is: a capital horizon of 1 year and a confidence interval of 99.9 %.
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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