29. For the purpose of paragraph 28, closest risk factor means a risk factor that is mapped to one …

For the purpose of paragraph 28, closest risk factor means a risk factor that is mapped to one of the following buckets, in accordance with the regulatory technical standards to be adopted pursuant to Article 325be of Regulation (EU) No 575/2013:

• (a) the same bucket as the extrapolated risk factor, where the extrapolated risk factor is not the only risk factor in a bucket;
• (b) a bucket adjacent to the bucket of the extrapolated risk factor, where the extrapolated risk factor is the only risk factor in a bucket.

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/