Chapter 1, Article 13, Paragraph 2. · Commission Delegated Regulation (EU) 2024/397

Contents

1. Institutions shall calculate the loss corresponding to a s…
2. Institutions shall calculate the loss corresponding to a s…
3. By way of derogation from paragraph 2, where institutions…
4. By way of derogation from paragraph 2, institutions may, o…

2.Institutions shall calculate the loss corresponding to a scenario of future shock applied to one or more non-modellable risk factors by using the pricing methods used in the risk measurement model.