Status: You are viewing the version of the handbook as on 2012-01-07.

risk concentration

    23(in accordance with Article 2(19) of the Financial Groups Directive (Definitions)) all exposures with a loss potential borne by entities within a financial conglomerate , which are large enough to threaten the solvency or the financial position in general of the regulated entities in the financial conglomerate; such exposures may be caused by counterparty risk, credit risk, investment risk, insurance risk, market risk, other risks, or a combination or interaction of these risks.