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Name EBA Guidelines of 16 May 2012 No EBA/GL/2012/02 on Stressed Value At Risk (Stressed VaR)
Author European Banking Authority (EBA)
Source website of the European Banking Authority (EBA)
Publication date 16. 5. 2012
Version in force as of Competent authorities should implement these Guidelines by incorporating them within their supervisory procedures within six months after publication of the final Guidelines.