9. Finally, competent authorities may require institutions to use antithetic data when calibrating …

Finally, competent authorities may require institutions to use antithetic data when calibrating the Stressed VaR model, especially where an institution’s portfolio is characterized by frequent position changes.

7. Documentation to support the approach used to identify the stressed

1. Forbhreathnú

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

3. Caighdeáin ghaolmhara

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