Open on EUR-Lex ↗

Recital 34

Recital 34

(34)Competent authorities should verify that as far as possible non-overlapping observations of returns on equity exposures are used both for the development and validation of internal models for equity exposures. Non-overlapping observations ensure higher quality of predictions, given that all observations are assigned the same weight and the observations are not closely correlated to each other.

Official text · the act as publishedFrom the act as published (consolidated texts do not carry recitals or the preamble). Open full page ↗
4 queries · page built in 5 msInventory f82bbfa3