+CHAPTER 1b Alternative internal model approach
---+Section 1 Permission and own funds requirements
------+Article 325az Alternative internal model approach and permission to use alternative internal models
---------+Article 325az 1.
---------+Article 325az 2.
---------+Article 325az 3.
---------+Article 325az 4.
---------+Article 325az 5.
---------+Article 325az 6.
---------+Article 325az 7.
---------+Article 325az 8.
---------+Article 325az 9.
---------+Article 325az 10.
------+Article 325ba Own funds requirements when using alternative internal models
---------+Article 325ba 1.
---------+Article 325ba 2.
---------+Article 325ba 3.
---+Section 2 General requirements
------+Article 325bb Expected shortfall risk measure
---------+Article 325bb 1.
---------+Article 325bb 2.
---------+Article 325bb 3.
---------+Article 325bb 4.
------+Article 325bc Partial expected shortfall calculations
---------+Article 325bc 1.
---------+Article 325bc 2.
---------+Article 325bc 3.
---------+Article 325bc 4.
---------+Article 325bc 5.
---------+Article 325bc 6.
------+Article 325bd Liquidity horizons
---------+Article 325bd 1.
---------+Article 325bd 2.
---------+Article 325bd 3.
---------+Article 325bd 4.
---------+Article 325bd 5.
---------+Article 325bd 5a.
---------+Article 325bd 6.
---------+Article 325bd 7.
------+Article 325be Assessment of the modellability of risk factors
---------+Article 325be 1.
---------+Article 325be 1a.
---------+Article 325be 2.
---------+Article 325be 2a.
---------+Article 325be 3.
------+Article 325bf Regulatory back-testing requirements and multiplication factors
---------+Article 325bf 1.
---------+Article 325bf 2.
---------+Article 325bf 3.
---------+Article 325bf 4.
---------+Article 325bf 5.
---------+Article 325bf 6.
---------+Article 325bf 7.
---------+Article 325bf 8.
---------+Article 325bf 9.
---------+Article 325bf 10.
------+Article 325bg Profit and loss attribution requirement
---------+Article 325bg 1.
---------+Article 325bg 2.
---------+Article 325bg 3.
---------+Article 325bg 4.
------+Article 325bh Requirements on risk measurement
---------+Article 325bh 1.
---------+Article 325bh 2.
------+Article 325bi Qualitative requirements
---------+Article 325bi 1.
---------+Article 325bi 2.
---------+Article 325bi 3.
------+Article 325bj Internal validation
---------+Article 325bj 1.
---------+Article 325bj 2.
---------+Article 325bj 3.
------+Article 325bk Calculation of stress scenario risk measure
---------+Article 325bk 1.
---------+Article 325bk 2.
---------+Article 325bk 3.
---+Section 3 Internal default risk model
------+Article 325bl Scope of the internal default risk model
---------+Article 325bl 1.
---------+Article 325bl 2.
------+Article 325bm Permission to use an internal default risk model
---------+Article 325bm 1.
---------+Article 325bm 2.
------+Article 325bn Own funds requirements for default risk using an internal default risk model
---------+Article 325bn 1.
---------+Article 325bn 2.
---------+Article 325bn 3.
------+Article 325bo Recognition of hedges in an internal default risk model
---------+Article 325bo 1.
---------+Article 325bo 2.
---------+Article 325bo 3.
------+Article 325bp Particular requirements for an internal default risk model
---------+Article 325bp 1.
---------+Article 325bp 2.
---------+Article 325bp 3.
---------+Article 325bp 4.
---------+Article 325bp 5.
---------+Article 325bp 6.
---------+Article 325bp 7.
---------+Article 325bp 8.
---------+Article 325bp 9.
---------+Article 325bp 10.
---------+Article 325bp 11.
---------+Article 325bp 12.

CHAPTER 1b Alternative internal model approach

CHAPTER 1b Alternative internal model approach

1. Overview

,
Section 1 Permission and own funds requirements Section 1 Permission and own funds requirements
Section 2 General requirements Section 2 General requirements
Section 3 Internal default risk model Section 3 Internal default risk model

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards
  • Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
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