7. Irrespective of the approach used, institutions should provide evidence that the stressed period …

Irrespective of the approach used, institutions should provide evidence that the stressed period is relevant for their current portfolio and that they have considered a

10 range of potential historical periods in their analyses. The institutions should also have to prove that the portfolio on which the identification of the stressed periods is based is representative of the institutions’ current portfolio, e.g. by applying the approach to identify the stressed period to other typical or previous portfolios. As an example, for many portfolios, a 12-month period relating to significant losses in 2007/2008 would adequately reflect a period of such stress, but, in addition to that, other periods relevant to the current portfolio should also be considered by institutions.

1. Pregled

1.1 Reference

1.2 Utvrđeni zahtjevi

1.3 Povezani standardi

2. Utvrđeni zahtjevi

3. Povezani standardi

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