+categories (level 1)
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categories (level 1)
Regulation (EU) 575/2013, Part Three, Title IV, Chapter 5 – Articles 362-377 > Pre-FRTB – Standardised Approach /Post-FRTB - Simplified Standardised Approach Regulation (EU) 575/2013, Part Three, Title IV, Chapter 4 – Articles 351-354 > Post-FRTB – Alternative Standardised Approach Regulation (EU) 575/2013, Part Three, Title IV, Chapter 1a, Section 2 – Articles 325d-325k (sensitivity-based method, risk class commodities risk) > Post-FRTB – Alternative internal model approach Regulation (EU) 575/2013, Part Three, Title IV, Chapter 1b – Articles 325az-325bp (expected shortfall/SSRM component) Credit valuation Regulation (EU) 575/2013 , Article 381
1. Oversigt
1.1 Referencer
1.2 Identificerede krav
1.3 Relaterede standarder
2. Identificerede krav
3. Relaterede standarder
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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