+CHAPTER 1 GENERAL PROVISIONS
---+Article 1 Structure of the assessment
------+Article 1 1
------+Article 1 2
------+Article 1 3
------+Article 1 4
---+Article 2 Proportionality – product categories and model complexities
------+Article 2 (a)
------+Article 2 (b)
------+Article 2 (c)
---+Article 3 Quality and auditability of documentation
------+Article 3 2
------+Article 3 (a)
------+Article 3 (b)
------+Article 3 (c)
------+Article 3 (d)
------+Article 3 (e)
---+Article 4 Outsourcing
------+Article 4 1
------+Article 4 2
------+Article 4 3
------+Article 4 4

CHAPTER 1 GENERAL PROVISIONS

CHAPTER 1 GENERAL PROVISIONS

1. Overview

,
Summary Regulation
Article 1 Structure of the assessment
Article 2 Proportionality – product categories and model complexities

Competent authorities shall apply the assessment methodology set out in this Regulation in a manner that is proportionate to the size and complexity of the trading activities included in the internal model, based on the following categories of financial instruments in increasing order of complexity:

Article 3 Quality and auditability of documentation

Competent authorities shall verify that the documentation submitted by an institution in support of its application for permission to use an internal model for the calculation of own funds requirements for market risk is of sufficient quality and is sufficiently detailed and accurate to allow for examination by qualified third parties.

Article 4 Outsourcing

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements
Source Requirement

3. Related Standards

Standards
Source Requirement
  • Builddate: 17.06.2024 00:00:00 -Doknr: CELEX:32024R1085
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