+59. For every ARS, the DGS should assign a corresponding ARW by setting the thresholds for the ARW …

59. For every ARS, the DGS should assign a corresponding ARW by setting the thresholds for the ARW …

For every ARS, the DGS should assign a corresponding ARW by setting the thresholds for the ARW and by applying either the ‘bucket’ or ‘sliding scale’ method, irrespective of the method used to determine the various IRSs of the risk indicators.

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/