2. Underlyings for which institutions do not have a history of data complete enough to cover the …

Underlyings for which institutions do not have a history of data complete enough to cover the reference period, should be shocked by approximation, using closely related underlyings (same market, similar structure and characteristics). Following the same process that has been approved for the institutions’ internal models, in order to ensure the quality of historical data used for the reference period, institutions should document the methodology followed for identifying and for proxying missing data. Institutions should also perform tests of the potential impact of the use of these proxies.

1. Pregled

1.1 Reference

1.2 Utvrđeni zahtjevi

1.3 Povezani standardi

2. Utvrđeni zahtjevi

3. Povezani standardi

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