170. Competent authorities should also assess the institution’s ability to form a comprehensive …

Competent authorities should also assess the institution’s ability to form a comprehensive view on the degree of market concentration risk to which it is exposed, either from exposures to a single risk factor or from exposures to multiple risk factors that are correlated, thereby paying specific attention to concentrations in complex and illiquid products. They should review the firm’s own assessment of concentrations and illiquid positions. Competent authorities should require institutions to reduce exposure towards a given CCP in case of excessive concentration risk, or to realign exposures across their clearing accounts in accordance with Article 7(a) of Regulation 648/2012.

1. Panoramica

1.1 Riferimenti

1.2 Requisiti identificati

1.3 Standard correlati

2. Requisiti identificati

3. Standard correlati

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