+175. The way in which concentrated exposures perform in response to the same risk factors should be …
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175. The way in which concentrated exposures perform in response to the same risk factors should be …
The way in which concentrated exposures perform in response to the same risk factors should be factored into the stress tests, including the risk of additional short-term losses as a result of concentrated exposures across the retail and corporate credit books or across different entities in a group.
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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