+Член 14 Оценка на адекватността на дневните граници за търгуване
---+Article 14 (a)
---+Article 14 (b)
---+Article 14 (c)
---+Article 14 (d)
---+Article 14 (e)
---+Article 14 (f)
---+Article 14 (g)
---+Член 14 2
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Член 14 Оценка на адекватността на дневните граници за търгуване
Когато оценяват адекватността на дневните граници за търгуване, посочени в член 103, параграф 2, буква б), подточка ii), член 104б, параграф 2, букви в) и е) и член 325би, параграф 1, буква б) от Регламент (ЕС) № 575/2013, компетентните органи проверяват дали:
1. Преглед
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Регулация |
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Article 14 (a)
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the institution has a clear breakdown of trading limits that is consistent with the acceptable level of risk set by the institution and the budget of each trading desk;
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Article 14 (b)
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the choice of the trading limits reflects the trading strategy of the trading desk and the nature of the underlying risks;
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Article 14 (c)
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the trading limits include the following:
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(i)
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a value-at-risk limit for the maximum level of portfolio aggregation at which the internal model is applied;
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(ii)
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a value-at-risk limit for each trading desk for which the institution calculates its own funds requirement for market risk with the internal risk-measurement model;
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Article 14 (d)
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the institution has a further breakdown in the value-at-risk limits, proportional to the institution’s trading strategies;
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Article 14 (e)
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all internal limits, including those referred to in point (c), are properly documented and formally approved;
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Article 14 (f)
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as part of the limit approval and update process, the risk control unit assesses and documents the consistency and compatibility between the value-at-risk limits approved by the management body and the rest of the internal limits not based on value-at-risk, including sensitivities or loss trigger;
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Article 14 (g)
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the institution properly documents and formally approves an inventory of authorised instruments and underlying risk positions that traders can enter.
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Член 14 2
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За целите на буква в), подточка i) границата на стойността под риск е сумата от индивидуалните граници на стойността под риск, когато не е предоставено разрешението за използване на подхода на вътрешния модел, посочен в член 325, параграф 1, буква б) от Регламент (ЕС) № 575/2013.
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1.1 Препратки
1.2 Идентифицирани изисквания
1.3 Свързани стандарти
2. Идентифицирани изисквания
Изисквания
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Изискване |
3. Свързани стандарти
Стандарти
| Източник |
Изискване |
- Builddate: 17.06.2024 00:00:00 -Doknr: CELEX:32024R1085
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