Article 35 3

3.   For risk factors for which proxy data are used, competent authorities shall perform the assessment referred to in paragraph 2 on the proxy time series as used in the calculation of the

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and

, as referred to in Article 325bb of Regulation (EU) No 575/2013, and on the stress scenario risk measures, as referred to in Article 7 of Commission Delegated Regulation (EU) 2024/397.