+37. Where institutions use Beta approximations or other random data-generating approaches for the …
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37. Where institutions use Beta approximations or other random data-generating approaches for the …
Where institutions use Beta approximations or other random data-generating approaches for the purpose of determining the scenarios of future shocks, they should recalibrate the Beta coefficients or the parameters of the random data-generating approaches on at least a monthly basis.
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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