1. In order to choose a historical period for calibration purposes, institutions should formulate a …

In order to choose a historical period for calibration purposes, institutions should formulate a methodology for identifying a stressed period relevant to their current portfolios, based on one of the following two ways:

• i. judgement-based approaches; or
• ii. formulaic approaches.

1. Forbhreathnú

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

3. Caighdeáin ghaolmhara

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