+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. Przegląd

,

1.1 Odwołania

1.2 Zidentyfikowane wymagania

1.3 Powiązane normy

2. Zidentyfikowane wymagania

Wymagania

3. Powiązane normy

Normy