19. Where it is not possible to perform the reconciliations referred to in paragraphs 17 and 18 …

Where it is not possible to perform the reconciliations referred to in paragraphs 17 and 18 using data inputs, institutions should use the historical data used to calibrate those data inputs for the purposes of paragraph 17, and the prices resulting from those historical data for the purposes of paragraph 18.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/