+19. Where it is not possible to perform the reconciliations referred to in paragraphs 17 and 18 …
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19. Where it is not possible to perform the reconciliations referred to in paragraphs 17 and 18 …
Where it is not possible to perform the reconciliations referred to in paragraphs 17 and 18 using data inputs, institutions should use the historical data used to calibrate those data inputs for the purposes of paragraph 17, and the prices resulting from those historical data for the purposes of paragraph 18.
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- EBA -
EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.
DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.
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