8. In all cases no weighting of historical data should be applied when determining the relevant …

In all cases no weighting of historical data should be applied when determining the relevant historical period or when calibrating the Stressed VaR model, as the weighting of data in a stressed period would not result in a true reflection of the potential stressed losses that could occur for 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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