risk concentration
as defined in Directive 2002/87/EC of the European Parliament and of the Council of 16…, Article 2, point (19)
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