+Article 325bc 3.

Article 325bc 3.

For the purpose of calculating the partial expected shortfall measures

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and

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referred to in Article 325bb(1), institutions shall, in addition to the requirements set out in paragraph 1 of this Article, meet the following requirements:
(a) 
in calculating

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, institutions shall only apply scenarios of future shocks to the subset of the modellable risk factors of the positions in the portfolio referred to in point (a) of paragraph 2;
(b) 
in calculating

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, institutions shall only apply scenarios of future shocks to the subset of the modellable risk factors of the positions in the portfolio referred to in point (b) of paragraph 2;
(c) 

the data inputs used to determine the scenarios of future shocks applied to the modellable risk factors referred to in points (a) and (b) of this paragraph shall be calibrated to historical data referred to in point (c) of paragraph 4; those data shall be updated on at least a monthly basis.

1. Áttekintés

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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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