+Article 43 3

Article 43 3

3.   For the purposes of paragraph 1, competent authorities may, on a sample of risk factors, perform additional tests, including normality tests, to assess whether the distributions assumed by the institution are adequate. Competent authorities may require the institution to provide the impact that using alternative distributions would have on the expected shortfall risk measures.

1. Overzicht

,

1.1 Referenties

1.2 Geïdentificeerde eisen

1.3 Gerelateerde standaarden

2. Geïdentificeerde eisen

Eisen

3. Gerelateerde standaarden

Standaarden
  • Builddate: 17.06.2024 00:00:00 -Doknr: CELEX:32024R1085
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