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 and the partial expected shortfall measures , and for each broad risk factor categories;

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

1. Prezentare generală

1.1 Referințe

1.2 Cerințe identificate

1.3 Standarde asociate

2. Cerințe identificate

3. Standarde asociate

• Builddate: 17.06.2024 00:00:00 -Doknr: CELEX:32024R1085
• EULAW -

  European Regulation published on http://eur-lex.europa.eu/