2. The approach to be applied to identify the stressed period in order to meet the requirement of …

The approach to be applied to identify the stressed period in order to meet the requirement of Paragraph 10a of Annex 5 of Directive 2006/49/EC as amended by Directive 2010/76/EU, to calculate a Stressed VaR measure calibrated to a continuous 12-month period of financial stress relevant to an institution’s portfolio, is the most material element determining the output of the model and is therefore subject to approval by the competent authorities.

1. Forbhreathnú

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

3. Caighdeáin ghaolmhara

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