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🔗 Back to Summary. 🇫🇷 French Version: 2013R0153_FR.60. Back to Summary of LVL1. Open the PDF. Direct link to EUR-LEX.
Article 59 – Frequency ⬅️ | ➡️ Article 61 – Information to be publicly disclosed
Références LVL1 <=> LVL2
Level 1 reference(s): 2012R0648_EN.49
Article 60 - The time horizons
1.
The time horizons used for stress tests shall be defined in accordance with Chapter VII and shall include forward-looking extreme but plausible market conditions.
2.
The historical time horizons used for back tests shall include data from at minimum the most recent year or as long as a CCP has been clearing the relevant financial instrument if that is less than a year.