+3. From a modelling perspective, the constant level of risk may be reflected as the replacement of …
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3. From a modelling perspective, the constant level of risk may be reflected as the replacement of …
From a modelling perspective, the constant level of risk may be reflected as the replacement of positions, if a migration or a default has occurred over the liquidity horizon, with positions that have risk characteristics equivalent to those of the original positions at the start of the liquidity horizon.
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/
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