theoretical
distribution of the tails and are not limited to the historical data set...risk measure because it does not necessarily satisfy the sub-additivity
condition...
of a subordinate instrument in additional
own funds or ancillary own funds as set...interest expenses” are computed separately for
each bank in line with the rules...
Guidelines set the EBA view of appropriate supervisory practices within the European...Competent authorities may wish to consider extending the same protections...
