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eba_tC_107.01.b - C 107.01.b

C 107.01.b
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020
eba_dim:BASeba_BA:x17y
eba_dim:TRIeba_TR:x11y
VaR005
eba_dim:APReba_AP:x81y
eba_dim:BASeba_BA:x17y
eba_dim:TRIeba_TR:x11y
Methodology010
concepteba_met:si397y
eba_dim:APReba_AP:x81y
eba_dim:BASeba_BA:x17y
eba_dim:TRIeba_TR:x11y
Computation of 10 day Horizon020
concepteba_met:si396y
eba_dim:APReba_AP:x81y
eba_dim:BASeba_BA:x17y
eba_dim:TRIeba_TR:x11y
Length of observation period030
concepteba_met:si395y
eba_dim:APReba_AP:x81y
eba_dim:BASeba_BA:x17y
eba_dim:TRIeba_TR:x11y
Data Weighting040
concepteba_met:si394y
eba_dim:APReba_AP:x81y
eba_dim:BASeba_BA:x17y
eba_dim:TRIeba_TR:x11y
Backtesting add-on050
concepteba_met:si399y
eba_dim:APReba_AP:x81y
eba_dim:BASeba_BA:x17y
eba_dim:HYVeba_BT:x10y
eba_dim:TRIeba_TR:x11y
Regulatory add-on060
concepteba_met:si400y
eba_dim:APReba_AP:x81y
eba_dim:BASeba_BA:x17y
eba_dim:HYVeba_BT:x10y
eba_dim:TRIeba_TR:x11y
SVaR065
eba_dim:APReba_AP:x82y
eba_dim:BASeba_BA:x17y
eba_dim:TRIeba_TR:x11y
Methodology070
concepteba_met:si397y
eba_dim:APReba_AP:x82y
eba_dim:BASeba_BA:x17y
eba_dim:TRIeba_TR:x11y
Computation of 10 day Horizon080
concepteba_met:si396y
eba_dim:APReba_AP:x82y
eba_dim:BASeba_BA:x17y
eba_dim:TRIeba_TR:x11y
Regulatory add-on090
concepteba_met:si398y
eba_dim:APReba_AP:x82y
eba_dim:BASeba_BA:x17y
eba_dim:TRIeba_TR:x11y

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