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correlation assumptions shall be supported by analysis of objective data in a conceptually sound framework.
predpostavke o korelaciji so podprte z analizo objektivnih podatkov v konceptualno trdnem okviru. pristop za zajetje presežnih tveganj ustrezno
the accuracy and completeness of position data, the accuracy and appropriateness of volatility and correlation assumptions, and the accuracy of valuation and risk sensitivity calculations,
natančnost in popolnost podatkov o pozicijah, natančnost in primernost predpostavk o nestanovitnosti in korelaciji in natančnost vrednotenja in občutljivosti na tveganje,
the accuracy and completeness of position data, the accuracy and appropriateness of volatility and correlation assumptions, and the accuracy of valuation and risk sensitivity calculations;
točnost in popolnost podatkov o pozicijah, točnost in ustreznost predpostavk glede nestanovitnosti in korelacij ter točnost izračunov vrednotenja in občutljivosti na tveganje;
the methodologies, and descriptions of models and key rating assumptions such as mathematical or correlation assumptions used in its credit rating activities as well as their material changes;
metodologije in opise modelov ter ključne predpostavke ocenjevanja, kot so matematične ali korelacijske predpostavke, uporabljene pri njenih dejavnostih bonitetnega ocenjevanja, ter njihove bistvene spremembe;
stress tests must challenge beyond the comfort zone of assumptions, and correlation factors should remain under active review.
testiranje izjemnih situacij mora presegati udobno območje predpostavk, korelacijske faktorje pa bi morali ves čas aktivno preverjati.
credit rating agencies should ensure that methodologies, models and key rating assumptions such as mathematical or correlation assumptions used for determining credit ratings are properly maintained, up-to-date and subject to a comprehensive review on a periodic basis and that their descriptions are published in a manner permitting comprehensive review.
bonitetne agencije bi morale zagotoviti, da se metodologije, modeli in ključne ocenjevalne predpostavke, kot so matematične, korelacijske in druge predpostavke, ki se uporabljajo za določanje bonitetnih ocen, primerno vzdržujejo, posodabljajo in celovito revidirajo v rednih časovnih presledkih, njihovi opisi pa so objavljeni na način, ki omogoča obširno revizijo.