187. Competent authorities should assess Risk-to-Market arising from all types of exposures: for …

Competent authorities should assess Risk-to-Market arising from all types of exposures: for positions that are not subject to clearing (i.e. exposure computed through Net Position Risk methodology), and for positions that are subject to clearing or margining (i.e. exposure computed through Clearing Margin Given methodology).

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/