+225. Competent authorities should pay particular attention to hidden sources of concentration risk …
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225. Competent authorities should pay particular attention to hidden sources of concentration risk …
Competent authorities should pay particular attention to hidden sources of concentration risk that can materialise under stressed conditions, when the level of correlation can increase compared to normal conditions and when additional exposures can arise from off-balance sheet items.
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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