+1. Whereas validation of a proxy should be broadly performed in the same way for VaR and Stressed …
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1. Whereas validation of a proxy should be broadly performed in the same way for VaR and Stressed …
Whereas validation of a proxy should be broadly performed in the same way for VaR and Stressed VaR, any proxy validated for the day-to-day VaR is not automatically acceptable for Stressed VaR. Proxies in use should be reviewed periodically to assess their adequacy and ensure that they provide a conservative outcome.
1. Forbhreathnú
1.1 Tagairtí
1.2 Ceanglais aitheanta
1.3 Caighdeáin ghaolmhara
2. Ceanglais aitheanta
Ceanglais
| Foinse |
Ceanglas |
3. Caighdeáin ghaolmhara
Caighdeáin
| Foinse |
Ceanglas |
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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