+Article 43 2

Article 43 2

2.   For the purposes paragraph 1, competent authorities shall compare, on the basis of a sample of time series:

(a)

the volatility and other distributional properties of the scenario of future shocks applied to a given risk factor in the calculation of the partial expected shortfall measures;

(b)

the volatility and other distributional properties of the returns observed for the given risk factor.

Competent authorities shall do the assessment referred to in paragraph 1 on the basis of both the period referred to in Article 325bc(4), point (c), of Regulation (EU) No 575/2013 and the period of financial stress referred to in Article 325bc(2), point (c), of that Regulation.

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