+Article 38 5

Article 38 5

5.   For the purposes of paragraph 3, point (a)(v), competent authorities may:

(a)

when the institution calculates the excepted shortfall risk measure referred to in Article 325bb of Regulation (EU) No 575/2013 or the stress scenario risk measure referred to in Article 325bk of that Regulation, require the institution to provide a sample of financial instruments in its portfolio, the prices of which depend both on risk factors that are shocked and risk factors that are not shocked;

(b)

when the institution calculates the theoretical changes related to the financial instruments referred to in point (a), verify whether, for a given reference date, the value of risk factors that are not shocked is kept constant.

1. Panoramica

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Titolo Regolamentazione

1.1 Riferimenti

1.2 Requisiti identificati

1.3 Standard correlati

2. Requisiti identificati

Requisiti
Fonte Requisito

3. Standard correlati

Standard
Fonte Requisito