+62. The link between stressed risk factors and the risk parameters not only should be based on …
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62. The link between stressed risk factors and the risk parameters not only should be based on …
The link between stressed risk factors and the risk parameters not only should be based on institutional historical experience and analysis, but should be supplemented, where available and appropriate, with benchmarks from external sources and, when possible, from supervisory guidance.
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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