+16. Portfolio concentration
---+1. Institutions‟ IRC models should reflect issuer concentrations, which, for example, may arise …
---+2. An institution has to prove specifically that its approach captures portfolio concentrations …

16. Portfolio concentration

1. Pregled

1. Institutions‟ IRC models should reflect issuer concentrations, which, for example, may arise …

Institutions‟ IRC models should reflect issuer concentrations, which, for example, may arise from a lack of regional or industry diversification or from large exposures to individual or connected issuers. Institutions should evidence the overall appropriate capture of issuer concentration risks within the IRC. To this purpose, institutions should validate and document notably, but not only, that the IRC model result increases with the level of concentration of their portfolio.

2. An institution has to prove specifically that its approach captures portfolio concentrations …

An institution has to prove specifically that its approach captures portfolio concentrations appropriately.

1.1 Reference

1.2 Utvrđeni zahtjevi

1.3 Povezani standardi

2. Utvrđeni zahtjevi

Zahtjevi
Izvor	Zahtjev

3. Povezani standardi

Standardi
Izvor	Zahtjev

EBA -
EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.

DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.