32. Where historical data from market indices or other historical data representing characteristics …

Where historical data from market indices or other historical data representing characteristics shared by different instruments are used to calibrate the data inputs referred to in Article 325bc of Regulation (EU) No 575/2013, with a view to representing general market risks, the choice of such historical data should be conceptually sound and consistently used across those instruments.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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