+Artikel 17 Beregning af AVA'er for operationel risiko
---+Article 17 1.
---+Article 17 2.
---+Article 17 3.

Artikel 17 Beregning af AVA'er for operationel risiko

Artikel 17

Beregning af AVA'er for operationel risiko

1.  Institutterne skal beregne en AVA for operationel risiko ved at vurdere de potentielle tab, der kan opstå som følge af operationel risiko i tilknytning til værdiansættelsesprocesser. I beregningen skal indgå en vurdering af værdiansættelsespositioner, der i forbindelse med kontrol af balanceposter anses for at kunne være behæftet med risiko, herunder risici som følge af retstvister.

2.  Hvis et institut anvender den avancerede målemetode i forbindelse med operationel risiko, jf. tredje del, afsnit III, kapitel 4, i forordning (EU) nr. 575/2013, kan det indberette en AVA for operationel risiko på nul, forudsat at det godtgør, at der ved beregningen efter den avancerede målemetode fuldt ud tages højde for den operationelle risiko vedrørende værdiansættelsesprocedurer som fastsat i henhold til stk. 1.

3.  I andre end de i stk. 2 omhandlede tilfælde skal instituttet beregne en AVA for operationel risiko på 10 % af summen af de aggregerede AVA'er på kategoriniveau for markedsprisusikkerhed og omkostninger ved at lukke positioner.

1. Oversigt

,
Article 17 1.
Institutions shall estimate an operational risk AVA by assessing the potential losses that may be incurred as a result of operational risk related to valuation processes. This estimate shall include an assessment of valuation positions judged to be at-risk during the balance sheet substantiation process, including those due to legal disputes.
Article 17 2.
Where an institution applies the Advanced Measurement Approach for Operational Risk as specified in Part Three, Title III, Chapter 4 of Regulation (EU) No 575/2013, it may report a zero operational risk AVA on condition that it provides evidence that the operational risk relating to valuation processes, as determined in accordance with paragraph 1, is fully accounted for by the Advanced Measurement Approach calculation.
Article 17 3.
In other cases than those referred to in paragraph 2, the institution shall calculate an operational risk AVA of 10 % of the sum of the aggregated category level AVAs for market price uncertainty and close-out costs.

1.1 Referencer

1.2 Identificerede krav

1.3 Relaterede standarder

2. Identificerede krav

Krav

3. Relaterede standarder

Standarder
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