117. When assessing their risk to leveraged counterparties or shadow banking entities, institutions …

When assessing their risk to leveraged counterparties or shadow banking entities, institutions should take into account risk concentrations and they should not presume the existence of collateral or continuous re-margining agreements, which may not be available in case of severe market shocks. Institutions should endeavour to capture such correlated tail risks adequately.

4.7.2 Securitisation

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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