2. Regarding those proxies which might be used for Stressed VaR purposes only (for instance, due to …

Regarding those proxies which might be used for Stressed VaR purposes only (for instance, due to lack of data in the selected period), an institution should ensure that the risk factor used as proxy is conservative.

1. Pregled

1.1 Reference

1.2 Utvrđeni zahtjevi

1.3 Povezani standardi

2. Utvrđeni zahtjevi

3. Povezani standardi

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