+59. Risk measures should be based on reliable market and internal data. Institutions should …
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59. Risk measures should be based on reliable market and internal data. Institutions should …
Risk measures should be based on reliable market and internal data. Institutions should scrutinise the quality of external sources of information used to establish the historical databases of interest rates, as well as the frequency at which databases are updated.
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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