Članak 2. Utvrđivanje nadzornih scenarija šoka

Ako je za svaku valutu c određena veličina paralelnih, kratkih i dugih šokova za „nerizičnu” kamatnu stopu, primjenjuju se sljedeće parametrizacije šest nadzornih scenarija kamatnih šokova:

1. Pregled

,

Naslov	Regulativa
Article 2 (1)	Parallel shock for currency c: A constant parallel shock up or down across all time buckets:
Article 2 (2)	Short rate shock for currency c: where tk is the midpoint (in time) of the k th time bucket.
Article 2 (3)	Long rate shock for currency c:
Article 2 (4)	Rotation shocks for currency c: ;

1.1 Reference

1.2 Utvrđeni zahtjevi

1.3 Povezani standardi

2. Utvrđeni zahtjevi

3. Povezani standardi

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