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Capital requirements for market risk of German large, systemically important banks - capital requirements from stressed VaR (FSR 2019)

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Time series key BBQFS.Q.DE.OSII.CAPREQ_MKT_SVAR._X.0000
Unit Q1 2014 = 100
Dimension one
Timespan from 2014 1.Q to 2019 2.Q
Last update 24.11.2021 12:14:10 PM
   
Methodology Comprises the 13 other systemically important institutions (O-SIIs). Some of the volatility in the time series reflects idiosycratic model changes or changes in the scope of the model. For extreme losses stemming from changes in market prices under constant stress conditions.