+Article 1 2

Article 1 2

2.   The two supervisory shock scenarios referred to in Article 98(5), second subparagraph, point (b), of Directive 2013/36/EU shall be the following:

(a)

parallel shock up, where there is a parallel upwards shift of the yield curve with the same positive interest rate shocks for all maturities;

(b)

parallel shock down, where there is a parallel downwards shift of the yield curve with the same negative interest rate shocks for all maturities.

1. Pregled

,

1.1 Sklici

1.2 Ugotovljene zahteve

1.3 Povezani standardi

2. Ugotovljene zahteve

Zahteve

3. Povezani standardi

Standardi