+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. Översikt

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1.1 Referenser

1.2 Identifierade krav

1.3 Relaterade standarder

2. Identifierade krav

Krav

3. Relaterade standarder

Standarder