+31. Institutions should perform analyses supported by convincing empirical evidence and objective …
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31. Institutions should perform analyses supported by convincing empirical evidence and objective …
Institutions should perform analyses supported by convincing empirical evidence and objective data to show that the data inputs used for a given risk factor capture all material general and specific market risks embedded in that risk factor, as applicable. As part of the records kept by the institutions to demonstrate their compliance with the requirements of these Guidelines, institutions should document such analyses. 4.2.1 Data inputs capturing general market risks
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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