Regulatory Alerts2020-02-17
Regulation on the Application of EBA Guidelines on Stressed Value at Risk
The Governing Board of the Bank of Slovenia issued this regulation to mandate the application of the European Banking Authority's Guidelines on Stressed Value at Risk within Slovenia. It requires banks and savings banks to fully incorporate these guidelines when calculating capital requirements for market risk using the internal model approach under Regulation (EU) No 575/2013. The regulation entered into force on the day following its publication in the Official Gazette of the Republic of Slovenia.
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