+285. Competent authorities should check the exclusion of idiosyncratic spread in the institution’s …
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285. Competent authorities should check the exclusion of idiosyncratic spread in the institution’s …
Competent authorities should check the exclusion of idiosyncratic spread in the institution’s measurement of CSRBB or its inclusion only for proportionality reasons and regardless of the SREP categorisation of the institution, as long as it is ensured that the measures will yield more conservative results.
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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