175. Competent authorities should analyse the historic profitability, including volatility of …

Competent authorities should analyse the historic profitability, including volatility of profits, of market activities to gain a better understanding of the institution’s risk profile for market risk. This analysis could be performed at portfolio level as well as being broken down by business line, asset class or desk depending on the materiality and complexity of the institution’s exposures (as emerging from the BMA or other supervisory insight).

1. Prezentare generală

1.1 Referințe

1.2 Cerințe identificate

1.3 Standarde asociate

2. Cerințe identificate

3. Standarde asociate

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