198. Where appropriate, competent authorities should also consider the internal risk measures of …

Where appropriate, competent authorities should also consider the internal risk measures of investment firms. These could include the expected shortfall, the internal VaR not used in the calculations of own funds requirements or sensitivities of the market risk to different risk factors and potential losses.

1. Pārskats

1.1 Atsauces

1.2 Identificētās prasības

1.3 Saistītie standarti

2. Identificētās prasības

3. Saistītie standarti

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