logo
logo
Browse through 12,486,109 XBRL objects!
Taxonomy Viewer
Home Info Statistics Feedback XBRL Model Project

Methods to determine the SVaR (period)

Arc namedefinitionArc
Arc rolehttp://xbrl.org/int/dim/arcrole/domain-member
Link rolehttp://www.eba.europa.eu/xbrl/crr/role/dict/dom/AP/AP28
ConceptOrder
Approach
eba_exp:AP
Daily computation of the stressed VaR calibrated to one continuous 12-month period starting from
eba_AP:x152
1
Weekly computation of the stressed VaR calibrated to one continuous 12-month period starting from
eba_AP:x153
2
Daily computation of the stressed VaR calibrated to different continuous 12-month periods during the stressed VaR reporting dates given starting from
eba_AP:x154
3
Weekly computation of the stressed VaR calibrated to different continuous 12-month periods during the stressed VaR reporting dates given starting from
eba_AP:x155
4
Maximum of daily computation of the stressed VaR calibrated to more than one single 12-month period
eba_AP:x156
5
Maximum of weekly computation of the stressed VaR calibrated to more than one single 12-month period
eba_AP:x157
6
Other choices for the stressed VaR calibration
eba_AP:x158
7

Legal Notice: This demo website displays data, which is publicly available on the Internet. Copyright of all materials is owned by the corresponding data provider. Links to data providers are given for each taxonomy. Data is displayed without any change of lexical information, or identifiers. No part of this website should be considered normative information.

© 2021 by Skynet LLC