+Article 50 2

Article 50 2

2.   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. Apžvalga

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Pavadinimas Reguliavimas

1.1 Nuorodos

1.2 Nustatyti reikalavimai

1.3 Susiję standartai

2. Nustatyti reikalavimai

Reikalavimai
Šaltinis Reikalavimas

3. Susiję standartai

Standartai
Šaltinis Reikalavimas