+230. Competent authorities should focus on assets whose value has been estimated through models and …
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230. Competent authorities should focus on assets whose value has been estimated through models and …
Competent authorities should focus on assets whose value has been estimated through models and proxies instead of inputs directly inferred from the market. Credit risk (failure of clients or counterparties)
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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