8. Any revaluation ladders or spot/volatility matrices employed should be reviewed and extended to …

Any revaluation ladders or spot/volatility matrices employed should be reviewed and extended to include the wider shocks in risk factors that occur in stressful scenarios. It is preferable that full revaluation be used for Stressed VaR with shocks applied simultaneously to all risk factors.

14

1. Overzicht

1.1 Referenties

1.2 Geïdentificeerde eisen

1.3 Gerelateerde standaarden

2. Geïdentificeerde eisen

3. Gerelateerde standaarden

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