217. In order to conservatively take into account all material risks at the investment firm and …

In order to conservatively take into account all material risks at the investment firm and business unit levels, investment firms should use the same risk measurement methods as used for internal risk measurement purposes, e.g. within the internal capital adequacy assessment process (ICAAP). Investment firms should take into account expected and unexpected losses and stressed conditions.

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/