18. When setting an aggregate limit to exposures to shadow banking entities, each institution …

When setting an aggregate limit to exposures to shadow banking entities, each institution should take into account:

• a. its business model, risk management framework as outlined in paragraph 14b), and risk appetite as outlined in paragraph 14d);
• b. the size of its current exposures to shadow banking entities relative to its total exposures and relative to its total exposure to regulated financial sector entities;
• c. interconnectedness as outlined in paragraph 14e).

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/