+Article 50 2

Article 50 2

2.   For the purposes of paragraph 1, point (b), competent authorities shall, on a sample of issuers for which the institution has positions subject to the own funds requirements for default risk, verify whether the pairwise issuer correlations derived from the correlation modelling are compatible to the pairwise issuer correlations derived from observable market data.

1. Overzicht

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Titel Regelgeving

1.1 Referenties

1.2 Geïdentificeerde eisen

1.3 Gerelateerde standaarden

2. Geïdentificeerde eisen

Eisen
Bron Eis

3. Gerelateerde standaarden

Standaarden
Bron Eis