19. In addition to the elements mentioned in paragraphs 17 and 18, institutions should set limits …

In addition to the elements mentioned in paragraphs 17 and 18, institutions should set limits by applying a margin of conservatism that would allow the institution to comply with the large exposure limits set out in Article 395(1) of Regulation (EU) No 575/2013 at all times.

4.3.2 Revision of the specified limits and its frequency

1. Overview

1.1 References

• Article 395 1.

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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