+41. To calculate values of risk indicators for a given period the DGS should use: a. the value at …

41. To calculate values of risk indicators for a given period the DGS should use: a. the value at …

To calculate values of risk indicators for a given period the DGS should use:

  • a. the value at the end of the reporting period for positions from the income statement;
  • b. the average between the value at the end of the reporting period and the value at the end of the previous reporting period for positions from the balance sheet.

1. Overview

,
Summary Regulation

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/