|
+Article 50 2 |
Article 50 22. For the purposes of paragraph 1, point (b), competent authorities shall, on a sample of issuers for which the institution has positions subject to the own funds requirements for default risk, verify whether the pairwise issuer correlations derived from the correlation modelling are compatible to the pairwise issuer correlations derived from observable market data. 1. Panoramica
1.1 Riferimenti1.2 Requisiti identificati1.3 Standard correlati2. Requisiti identificati
3. Standard correlati
|