+58. Each IRS of the risk indicator ‘ j ’ for an institution ‘i’ should be multiplied by the risk IW …
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58. Each IRS of the risk indicator ‘ j ’ for an institution ‘i’ should be multiplied by the risk IW …
Each IRS of the risk indicator ‘ j ’ for an institution ‘i’ should be multiplied by the risk IW assigned to a specific risk indicator ‘ j ’ . The weighted IRS should then be summed up in an ARS according to the following formula: | Where : | 𝐴𝑅𝑆 𝑖 = 𝑚 ∑𝐼𝑊 𝑗 𝑗=1 | 𝑚 ∑𝐼𝑊 𝑗 ∗𝐼𝑅𝑆 𝑖𝑗 𝑗=1 = 100% |
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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