+156. As an exception, in the practical implementation of paragraph 120 and for proportionality …
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156. As an exception, in the practical implementation of paragraph 120 and for proportionality …
As an exception, in the practical implementation of paragraph 120 and for proportionality reasons, institutions may include idiosyncratic credit spread components for the monitoring of CSRBB, as long as it is ensured that the measures will yield more conservative results. 4.6.3 CSRBB monitoring assumptions
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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