+Article 22 (b)

Article 22 (b)

Section 3 of this Chapter, which contains requirements on data quality and the proxy approaches used in the calculation of:

(i)

the expected shortfall measure referred to in Article 325bb of Regulation (EU) No 575/2013;

(ii)

the stress scenario risk measure referred to in Article 325bk of Regulation (EU) No 575/2013;

1. Panoramica

,

1.1 Riferimenti

1.2 Requisiti identificati

1.3 Standard correlati

2. Requisiti identificati

Requisiti

3. Standard correlati

Standard