209. Competent authorities should assess the risk relating to the underestimation of own funds …

Competent authorities should assess the risk relating to the underestimation of own funds requirements by regulatory approved internal models used, notably internal ratings-based (IRB) approach, IRC, models used for the purpose of credit risk mitigation, VaR and sVaR.

6.4.3 Assessment of Risk-to-Market management and controls

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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