+5. Modelling the ageing of positions should not be allowed in IRC modelling, given the expected …
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5. Modelling the ageing of positions should not be allowed in IRC modelling, given the expected …
Modelling the ageing of positions should not be allowed in IRC modelling, given the expected tremendous challenges and the observed difficulties associated with modelling the ageing of positions, together with the substantial regulatory arbitrage this could result in. This justifies that, at the present stage, a conservative approach is preferred.
1. Panoramica
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Regolamentazione |
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1.1 Riferimenti
1.2 Requisiti identificati
1.3 Standard correlati
2. Requisiti identificati
Requisiti
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Requisito |
3. Standard correlati
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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