+2. The institution should be able to prove that, on the day of the week chosen for the IRC …
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2. The institution should be able to prove that, on the day of the week chosen for the IRC …
The institution should be able to prove that, on the day of the week chosen for the IRC calculation, its portfolio is representative of the portfolio held during the week and that the chosen portfolio does not lead to a systematic underestimation of the IRC numbers when computed weekly. Title III - Final Provisions and Implementation
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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