+11. A portfolio should be considered sufficiently diversified where the ratio of the sum of the …
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11. A portfolio should be considered sufficiently diversified where the ratio of the sum of the …
A portfolio should be considered sufficiently diversified where the ratio of the sum of the exposure values of the large eligible retail exposures, as defined in paragraph 12, over the sum of the exposure values of all the institution’s eligible retail exposures does not exceed 10%.
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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