+Article 325bb 4.

Article 325bb 4.

By way of derogation from paragraph 1, an institution may reduce the frequency of the calculation of the unconstrained expected shortfall measures

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and of the partial expected shortfall measures

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,

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and

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for all broad risk factor categories i from daily to weekly, provided that both of the following conditions are met:
(a) 
the institution is able to demonstrate to its competent authority that calculating the unconstrained expected shortfall measure

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does not underestimate the market risk of the relevant trading book positions;
(b) 
the institution is able to increase the frequency of calculation of

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,

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,

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and

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from weekly to daily where required by its competent authority.

1. Áttekintés

,

1.1 Hivatkozások

1.2 Azonosított követelmények

1.3 Kapcsolódó szabványok

2. Azonosított követelmények

Követelmények

3. Kapcsolódó szabványok

Szabványok
  • Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
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