+Член 5 Общ преглед на оценката на качествените изисквания
---+Article 5 (a)
---+Article 5 (b)
---+Article 5 (c)
---+Article 5 (d)
---+Article 5 (e)
---+Article 5 (f)
---+Article 5 (g)
---+Article 5 (h)
---+Article 5 (i)
---+Article 5 (j)
---+Article 5 (k)
---+Article 5 (l)
---+Article 5 (m)
---+Член 5 2

Член 5 Общ преглед на оценката на качествените изисквания

При оценяването на съответствието на дадена институция с изискванията, определени в член 325би от Регламент (ЕС) № 575/2013, компетентните органи:

1. Преглед

,
Наименование Регулация
Article 5 (a)

verify whether the institution has a clear organisational structure for the governance and management of the market risk model, including well defined, transparent and appropriate lines of responsibility;

Article 5 (b)

verify whether the decision-making process of the institution regarding all aspects of market risk internal models is clearly established in the institution’s internal documentation;

Article 5 (c)

verify, in accordance with Article 6:

(i)

the adequacy of the composition of the senior management and the management body;

(ii)

the role of the senior management and the management body;

Article 5 (d)

verify, in accordance with Article 7, whether the set-up of the trading desks for which the institution is in the process of being granted the approval, or has already obtained the approval, is adequate;

Article 5 (e)

assess, in accordance with Article 8, the internal governance and oversight of the institution in relation to the risk control unit;

Article 5 (f)

assess, in accordance with Article 9, whether the internal policy is adequate for the introduction of new products;

Article 5 (g)

verify, in accordance with Article 10, whether the internal model is reviewed independently;

Article 5 (h)

assess:

(i)

in accordance with Article 11, the adequacy of the internal validation process and of its outcome;

(ii)

in accordance with Article 12, the scope of the validation and its completeness;

Article 5 (i)

assess, in accordance with Article 13, the adequacy of the internal regular reporting;

Article 5 (j)

assess:

(i)

in accordance with Article 14, the adequacy of position limits;

(ii)

in accordance with Article 15, the adequacy of the process to update those limits;

(iii)

in accordance with Article 16, the adequacy of the process followed where those limits are breached;

Article 5 (k)

assess:

(i)

in accordance with Article 17, the adequacy ofthe stress testing programme;

(ii)

in accordance with Article 18, the adequacy of reverse stress-testing scenarios and ad-hoc stress-testing scenarios;

Article 5 (l)

assess, in accordance with Article 19, the adequacy of the IT systems;

Article 5 (m)

verify, in accordance with Article 20, whether the internal risk-measurement model, including any pricing model, has a proven track record of being reasonably accurate in measuring risks, and does not differ significantly from the models that the institution uses for its internal risk management.

Член 5 2

За целите на буква а) компетентните органи вземат предвид характера и размера на институцията, както и мащаба и сложността на нейните дейности.

1.1 Препратки

1.2 Идентифицирани изисквания

1.3 Свързани стандарти

2. Идентифицирани изисквания

Изисквания
Източник Изискване

3. Свързани стандарти

Стандарти
Източник Изискване