3. As an exception from the above, the competent authorities should require an EU institution to …

As an exception from the above, the competent authorities should require an EU institution to determine a different stressed period at a subsidiary’s level if the stressed period defined for the group is not considered relevant to the subsidiary’s portfolio. Where a single group-wide stressed period is used in an institution that has a subsidiary with a locally approved VaR model, institutions should provide proof that this group-wide stressed period is relevant to the subsidiary’s portfolio.

9

1. Pregled

1.1 Reference

1.2 Utvrđeni zahtjevi

1.3 Povezani standardi

2. Utvrđeni zahtjevi

3. Povezani standardi

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