Recital 9

(9)To ensure consistency with the Basel framework, institutions should be able to determine the stress scenario risk measure for more than one non-modellable risk factors where those non-modellable risk factors are part of a curve or a surface, and where those risk factors belong to the same non-modellable bucket among those set out in Commission Delegated Regulation (EU) 2022/2060 ³ , and provided that institutions have assessed their modellability in accordance with the standardised bucketing approach referred to in that Delegated Regulation. Institutions should therefore be allowed to compute a single stress scenario risk measure for more than one non-modellable risk factor under those conditions only.