1. European
  2. EBA - European Banking Authority
  3. Guidelines
  4. 2014
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  1. Guidelines on common procedures and methodologies for the supervisory review and evaluation process (SREP) and supervisory stress testing - Consolidated version (EBA/GL/2014/13) (repealed with effect from 1 January 2023)
  2. Title 6. Assessing risks to capital (paras. 137-341)
  3. 6.3 Assessment of market risk (paras. 219-254)
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6.3 Assessment of market risk (paras. 219-254)

Comparing proposed amendment...
6.3.1 General considerations (paras. 219-222)
6.3.2 Assessment of inherent market risk (paras. 223-239)
6.3.3 Assessment of market risk management and controls (paras. 240-252)
6.3.4 Summary of findings and scoring (paras. 253-254)
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