+5. As a general rule, changes in an institution’s VaR model or VaR methodology should be reflected …
|
5. As a general rule, changes in an institution’s VaR model or VaR methodology should be reflected …
As a general rule, changes in an institution’s VaR model or VaR methodology should be reflected in changes to the model/methodology used to calculate the Stressed VaR charge.
1. Pregled
1.1 Reference
1.2 Utvrđeni zahtjevi
1.3 Povezani standardi
2. Utvrđeni zahtjevi
3. Povezani standardi
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
|