lexiara

(a)

CRR3

the most recent value as well as the highest, lowest and mean value for the previous 60 business days of: the unconstrained expected shortfall measure referred to in Article 325bb(1); the unconstrained expected shortfall measure referred to in Article 325bb(1) for each regulatory broad risk factor category;

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Source: EUR-Lex CELLAR · retrieved 2026-09-04 · Text as adopted (Official Journal); later amendments are not incorporated in this text.