3. Institutions may alternatively map the missing factor to another one similar in terms of …

Institutions may alternatively map the missing factor to another one similar in terms of volatility (though not necessarily correlated). If this approach is used, institutions should demonstrate that it is conservative and appropriate.

1. Overzicht

1.1 Referenties

1.2 Geïdentificeerde eisen

1.3 Gerelateerde standaarden

2. Geïdentificeerde eisen

3. Gerelateerde standaarden

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