Contents
- 1. Under the fallback method, institutions shall determine th…
- 2. Where the non-modellable risk factor is equal to one of th…
- 3. Where the non-modellable risk factor is a point of a curve…
- 4. Where the non-modellable risk factor does not meet the con…
- 5. The risk factor to be selected in accordance with paragrap…
- 6. Under the method referred to in paragraph 4, institutions…
- 7. By way of derogation from paragraph 6, points (b)(i) and (…
4.Where the non-modellable risk factor does not meet the conditions set out in paragraphs 2 and 3, institutions shall determine the corresponding downward and upward calibrated shocks by selecting a risk factor that meets the conditions set out in paragraph 5 and apply the method set out in paragraph 6 to that selected risk factor.
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