EBA consultation papers on guidelines to the Stressed Value At Risk (Stressed VaR)

  • Consultation
  • 15 JANUARY 2012

EBA publishes today a consultation paper on guidelines to the Stressed Value At Risk (Stressed VaR) 

Documents

Consultation Paper

(452.1 KB - PDF) Last update 28 February 2014

ABI

(27.48 KB - PDF) Last update 28 February 2014

Credit Agricole

(76.8 KB - PDF) Last update 28 February 2014