Commission Delegated Regulation (EU) No 153/2013 SECTION 9 — Time horizons used when performing tests

Article 60 · 1 articles

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The time horizons

Article 60

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.

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