192. In their initial assessments, competent authorities should also consider significant changes …

In their initial assessments, competent authorities should also consider significant changes in the investment firm’s market activities with the focus on potential changes in the total exposure to market risk. In particular, they may assess:

• a. significant changes in market risk strategy, policies and sizes of limits;
• b. the potential impact on the investment firm’s risk profile of those changes; and
• c. major trends in the financial markets.

Nature and composition of the investment firm’s market risk activities

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/