+2. If the model assumes different liquidity horizons, the evolution of systemic risk factors should …
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2. If the model assumes different liquidity horizons, the evolution of systemic risk factors should …
If the model assumes different liquidity horizons, the evolution of systemic risk factors should be consistent and compatible across these different liquidity horizons.
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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