+36. Institutions should update the historical data used to calibrate the data inputs from the …
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36. Institutions should update the historical data used to calibrate the data inputs from the …
Institutions should update the historical data used to calibrate the data inputs from the current period, referred to in Article 325bc(3)(c) of Regulation (EU) No 575/2013, more frequently than monthly, as is provided in that Article, where updating those data monthly could lead to an inaccurate estimation of the market risk of the relevant positions.
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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