1. In order to choose a historical period for calibration purposes, institutions should formulate a …

In order to choose a historical period for calibration purposes, institutions should formulate a methodology for identifying a stressed period relevant to their current portfolios, based on one of the following two ways:

• i. judgement-based approaches; or
• ii. formulaic approaches.

1. Pregled

1.1 Reference

1.2 Utvrđeni zahtjevi

1.3 Povezani standardi

2. Utvrđeni zahtjevi

3. Povezani standardi

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