1. The requirement set out in the CRD that the historical data used to calibrate the Stressed VaR …

The requirement set out in the CRD that the historical data used to calibrate the Stressed VaR measure have to cover a continuous 12-month period, applies also where institutions identify a period which is shorter than 12 months but which is considered to be a significant stress event relevant to an institution’s portfolio.

1. Pregled

1.1 Reference

1.2 Utvrđeni zahtjevi

1.3 Povezani standardi

2. Utvrđeni zahtjevi

3. Povezani standardi

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