+Article 4 1.

Article 4 1.

Changes to the IRB approach shall be considered material if they fulfil any of the following conditions:

(a) 

they fall under any of the changes to the range of application of a rating system or internal models approach to equity exposures described in Annex I, Part I, Section 1;

(b) 

they fall under any changes to the rating systems or internal models approach to equity exposures described in Annex I, Part II, Section 1;

(c) 

they result in either of the following:

(i) 

a decrease of 1,5 % of either of the following:

— 
the overall EU parent institution's consolidated risk-weighted exposure amounts for credit and dilution risk,
— 
the overall risk-weighted exposure amounts for credit and dilution risk in the case of an institution which is neither a parent institution, nor a subsidiary;
(ii) 

a decrease of 15 % or more of the risk-weighted exposure amounts for credit and dilution risk associated with the range of application of the internal rating system or internal models approach to equity exposures.

1. Přehled

,

1.1 Odkazy

1.2 Identifikované požadavky

1.3 Související standardy

2. Identifikované požadavky

Požadavky

3. Související standardy

Standardy