+Article 43 2

Article 43 2

2.   For the purposes paragraph 1, competent authorities shall compare, on the basis of a sample of time series:

(a)

the volatility and other distributional properties of the scenario of future shocks applied to a given risk factor in the calculation of the partial expected shortfall measures;

(b)

the volatility and other distributional properties of the returns observed for the given risk factor.

Competent authorities shall do the assessment referred to in paragraph 1 on the basis of both the period referred to in Article 325bc(4), point (c), of Regulation (EU) No 575/2013 and the period of financial stress referred to in Article 325bc(2), point (c), of that Regulation.

1. Vue d’ensemble

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Intitulé Réglementation

1.1 Références

1.2 Exigences identifiées

1.3 Normes associées

2. Exigences identifiées

Exigences
Source Exigence

3. Normes associées

Normes
Source Exigence