+198. Where appropriate, competent authorities should also consider the internal risk measures of …
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198. Where appropriate, competent authorities should also consider the internal risk measures of …
Where appropriate, competent authorities should also consider the internal risk measures of investment firms. These could include the expected shortfall, the internal VaR not used in the calculations of own funds requirements or sensitivities of the market risk to different risk factors and potential losses.
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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