+177. In order to assess the ex ante level of concentration risk and/or impact of the scenario on …
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177. In order to assess the ex ante level of concentration risk and/or impact of the scenario on …
In order to assess the ex ante level of concentration risk and/or impact of the scenario on the concentration level, institutions should, where appropriate, consider more or less complex indicators, for instance the Herfindahl-Hirschman Index (HHI) and Gini coefficients.
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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