+9. Soundness standard comparable to IRB
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9. Soundness standard comparable to IRB
Unless otherwise specified in these guidelines, the soundness standard comparable to IRB applicable to IRC is: a capital horizon of 1 year and a confidence interval of 99.9 %.
1. Vue d’ensemble
| Intitulé |
Réglementation |
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1.1 Références
1.2 Exigences identifiées
1.3 Normes associées
2. Exigences identifiées
Exigences
| Source |
Exigence |
3. Normes associées
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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