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3.3.2.1 Thresholds based on benchmark and historical internal loss data for a metric based on operational losses
ОглавлениеIn the case of a Level 2 metric based on operational losses, the identification of relevant thresholds can take into consideration:
Internal data capturing losses registered in past years and connected to a specific non-financial risk type.
Benchmark data relating to comparable peers.
Top management input reflecting preferences and expectations.
Top players often rely on a combination of the above-mentioned input sources, as exemplified below (aggregated example).
