+68. Institutions should define the risk factors identified using different degrees of severity as …
|
68. Institutions should define the risk factors identified using different degrees of severity as …
Institutions should define the risk factors identified using different degrees of severity as an important step in their analysis to reveal nonlinearities and threshold effects, i.e. critical values of risk factors beyond which stress responses accelerate.
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/
|