+Article 41 3

Article 41 3

3.   For the purposes of paragraph 2, point (b), competent authorities may, where there are hints of a systematically lower risk profile, complement their assessment by:

(a)

 requiring the institution to calculate daily and for a given period the unconstrained expected shortfall measures

Formula

and the partial expected shortfall measures

Formula

,

Formula

and

Formula

for each broad risk factor categories;

(b)

analysing whether those measures are systematically lower on the day chosen by the institution.

1. Overzicht

,

1.1 Referenties

1.2 Geïdentificeerde eisen

1.3 Gerelateerde standaarden

2. Geïdentificeerde eisen

Eisen

3. Gerelateerde standaarden

Standaarden