67. Institutions should identify relevant risk factors at various levels of application of …

Institutions should identify relevant risk factors at various levels of application of prudential requirements and across different portfolios, business units and geographical locations. Institutions should ensure that all relevant types of risk factors are covered, including macroeconomic and macrofinancial variables, statistical aspects of risk parameters (such as the volatility of PD parameters) and idiosyncratic factors such as operational risks.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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