2. A judgement-based approach is one that does not use a detailed quantitative analysis to identify …

A judgement-based approach is one that does not use a detailed quantitative analysis to identify the precise period to use for calibration, but rather relies on a high-level analysis of the risks inherent in an institution’s current portfolio and past periods of stress related to those risk factors. Where this judgement-based approach is used by institutions, it should include quantitative elements of analysis.

1. Pregled

1.1 Reference

1.2 Utvrđeni zahtjevi

1.3 Povezani standardi

2. Utvrđeni zahtjevi

3. Povezani standardi

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