+Article 44 14
|
Article 44 14
14. For the purposes of paragraph 2, point (h)(iii), competent authorities may, on a sample of non-modellable risk factors or non-modellable standardised buckets:
|
(a)
|
require the institution to generate a time series of returns from a fat-tailed statistical distribution prescribed by the competent authority and calculate the extreme scenario of future shock with the stepwise method referred to in Article 3 and Article 6 of Delegated Regulation (EU) 2024/397 combined with the historical method referred to in Article 8 of that Delegated Regulation;
|
|
(b)
|
verify the conservativeness of the institution’s expert-based approach by comparing the regulatory extreme scenario of future shock resulting from that approach with the extreme scenario of future shock calculated in accordance with point (a).
|
1. Overzicht
1.1 Referenties
1.2 Geïdentificeerde eisen
1.3 Gerelateerde standaarden
2. Geïdentificeerde eisen
3. Gerelateerde standaarden
- Builddate: 17.06.2024 00:00:00 -Doknr: CELEX:32024R1085
- EULAW -
EN: Legal acts of the European Union from EUR-Lex, https://eur-lex.europa.eu/. © European Union. Re-use is authorised by Decision 2011/833/EU, provided the source is acknowledged; the consolidated texts are licensed under CC BY 4.0 (EUR-Lex legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the legislation published in the Official Journal of the European Union is deemed authentic.
DE: Rechtsakte der Europäischen Union aus EUR-Lex, https://eur-lex.europa.eu/. © Europäische Union. Weiterverwendung nach Beschluss 2011/833/EU mit Quellenangabe gestattet; die konsolidierten Fassungen stehen unter CC BY 4.0 (Rechtlicher Hinweis von EUR-Lex). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Verbindlich sind allein die im Amtsblatt der Europäischen Union veröffentlichten Rechtsakte.
|