+Scenario Mm 1: Limits to the identification of a chain of contagion

Scenario Mm 1: Limits to the identification of a chain of contagion

Further developing the scenario above (C/E 4), the reporting institution has exposures only to entity A and entity B3 . In such a case, it is recognised that it might not be possible for the reporting institution to become aware of the chain of contagion, and the group of connected clients might not be correctly formed.

1. Overview

,
Summary Regulation

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/