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eba_tC_107.01.a - C 107.01.a

C 107.01.a
Option
0010
eba_dim:BASeba_BA:x17y
eba_dim:TRIeba_TR:x11y
VaR0005
eba_dim:APReba_AP:x81y
eba_dim:BASeba_BA:x17y
eba_dim:TRIeba_TR:x11y
Methodology0010
concepteba_met:ei386y
eba_dim:APReba_AP:x81y
eba_dim:BASeba_BA:x17y
eba_dim:TRIeba_TR:x11y
Computation of 10-day horizon0020
concepteba_met:ei388y
eba_dim:APReba_AP:x81y
eba_dim:BASeba_BA:x17y
eba_dim:TRIeba_TR:x11y
Length of observation period0030
concepteba_met:ei389y
eba_dim:APReba_AP:x81y
eba_dim:BASeba_BA:x17y
eba_dim:TRIeba_TR:x11y
Data Weighting0040
concepteba_met:ei390y
eba_dim:APReba_AP:x81y
eba_dim:BASeba_BA:x17y
eba_dim:TRIeba_TR:x11y
Backtesting add-on0050
concepteba_met:ri391y
eba_dim:APReba_AP:x81y
eba_dim:BASeba_BA:x17y
eba_dim:HYVeba_BT:x10y
eba_dim:TRIeba_TR:x11y
VaR regulatory add-on0060
concepteba_met:ri392y
eba_dim:APReba_AP:x81y
eba_dim:BASeba_BA:x17y
eba_dim:HYVeba_BT:x10y
eba_dim:TRIeba_TR:x11y
SVaR0065
eba_dim:APReba_AP:x82y
eba_dim:BASeba_BA:x17y
eba_dim:TRIeba_TR:x11y
Methodology0070
concepteba_met:ei386y
eba_dim:APReba_AP:x82y
eba_dim:BASeba_BA:x17y
eba_dim:TRIeba_TR:x11y
Computation of 10-day horizon0080
concepteba_met:ei388y
eba_dim:APReba_AP:x82y
eba_dim:BASeba_BA:x17y
eba_dim:TRIeba_TR:x11y
SVaR regulatory add-on0090
concepteba_met:ri393y
eba_dim:APReba_AP:x82y
eba_dim:BASeba_BA:x17y
eba_dim:HYVeba_BT:x10y
eba_dim:TRIeba_TR:x11y
Stressed VaR period0100
concepteba_met:ei766y
eba_dim:APReba_AP:x82y
eba_dim:BASeba_BA:x17y
eba_dim:TRIeba_TR:x11y

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